# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004500
**Filing Date:** 2025-11
**Character Count:** 574027
**Document Hash:** bfbe78ed987bd7c57766bbd295312c93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004500.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004500

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528380

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Emerging Markets Local Currency and Bond Fund (Series ID: S000014994)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000040829 | Class A       | PELAX           |
| C000040830 | Class C       | PELCX           |
| C000040832 | Institutional | PELBX           |
| C000064168 | I-2           | PELPX           |
| C000200459 | I-3           | PELNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Funds

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO Emerging Markets Local Currency and Bond Fund

- **b. EDGAR series identifier (if any):** S000014994

- **c. LEI of Series:** 3KMZTL8PZ5381E27RD29

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3171214316.50

**Total Liabilities:** $658552902.10

**Net Assets:** $2512661414.40

**Delayed Delivery Securities:** $65310652.63

**Cash Not Reported:** $22027793.62

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -66945.316200 | **1-Year:** 136256.744500 | **5-Year:** 622320.162300 | **10-Year:** 545284.747800 | **30-Year:** 67504.723200

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

- **3-Month:** 7541.910400 | **1-Year:** 76012.255700 | **5-Year:** 187388.358800 | **10-Year:** 77126.750000 | **30-Year:** 6.152300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000040829 | -1.08%               | 2.79%                | 1.68%                |
| Class ID C000040830 | -1.15%               | 2.72%                | 1.62%                |
| Class ID C000064168 | -1.06%               | 2.82%                | 1.71%                |
| Class ID C000200459 | -1.06%               | 2.81%                | 1.70%                |
| Class ID C000040832 | -1.05%               | 2.82%                | 1.72%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1924860.63              | $-29735843.02                              |
| Month 2  | $6812492.06              | $36975420.29                               |
| Month 3  | $15346480.87             | $17773267.16                               |

**Designated Index Information**

- **Index Name:** JP Morgan GBI-EM Global Diversified Composite Index

- **Index Identifier:** JGENVUUG

### Schedule of Portfolio Investments

| Name                                                                   | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $22324.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1052.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.16000 07/06/23-5Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-22463.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7          | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  40335000000 | PA      | $41045686.06  | 1.63%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR18                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1            | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        36082 | PA      | $31356.64     | 0.00%             | 2037-01-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.2914 05/08/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-50866.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.15000 01/06/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $107206.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-41729.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.175 06/24/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-28070.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | PHILIPPINE GOVERNMENT SR UNSECURED 05/29 6.5                 | CUSIP: 944NPX901<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     96070000 | PA      | $1695186.38   | 0.07%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                         | ESKOM HOLDINGS SOC LTD SR SECURED 12/32 0.00000              | CUSIP: 531711II2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    363100000 | PA      | $7409665.85   | 0.29%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GHS BOUGHT USD 20260217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-17350.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20260126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $5376.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                 | REALKREDIT DANMARK COVERED REGS 10/53 1.5                    | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.17         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-334.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.5454 05/21/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-74066.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-26366.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-53107.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MYR R 3.00000 03/18/26-5Y GST                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |            1 | NC      | $-271811.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $124980.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-24081.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.82000 06/05/23-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $57847.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN       | CUSIP: BA0003TP4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |      7300000 | PA      | $8558067.95   | 0.34%             | 2026-03-09      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-702.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                                | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS                  | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1337726 | PA      | $1804152.85   | 0.07%             | 2059-01-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.02000 12/04/23-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $22311.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $103586.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-40822.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $198267.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                                  | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1              | CUSIP: 68402BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       341993 | PA      | $232754.90    | 0.01%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-4864.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.74750 04/08/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $65248.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251103                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-543341.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-WMC1                                  | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1             | CUSIP: 59020UQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1570031 | PA      | $1568873.85   | 0.06%             | 2035-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.58000 08/09/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $190944.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251114                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-3036.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.36000 09/17/25-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $95205.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.08586 01/13/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-73652.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TANZANIA GOVT                                                          | TANZANIA EUR TERM LOAN                                       | CUSIP: 938RLZII0<br>LEI: 254900CT4YQ6JKSEXB51 | Long             | LON              | NUSS              | TZ        |      2400000 | PA      | $2838854.50   | 0.11%             | 2028-04-26      | Floating      | 7.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-3168.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $33859.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7            | CUSIP: ACI2PNWZ1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       500000 | PA      | $157702.22    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $18182.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-5444.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 0.00000       | CUSIP: ACI30CRF0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1408637 | PA      | $33455.13     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251001                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-2544.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $14.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RGS0 PIMCO FXVAN CALL USD HKD 7.85000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -51600000 | NC      | $-33746.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-144152.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 02/42 6.85                | CUSIP: 715638BK7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3800000 | PA      | $1132836.80   | 0.05%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                     | CUSIP: ACI239370<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  14986700000 | PA      | $40346092.07  | 1.61%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-44685.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP JPM                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $17497.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-10584.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.36250 01/31/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $425335.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251021                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-4307.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.589 06/02/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-190026.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                             | LCM LTD PARTNERSHIP LCM 30A AR 144A                          | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       779498 | PA      | $780862.20    | 0.03%             | 2031-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.77000 07/18/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-570865.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.44000 01/09/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $450360.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20260217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $86765.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                       | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A2                   | CUSIP: 46628LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151171 | PA      | $101552.12    | 0.00%             | 2036-06-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.59500 03/19/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-1013021.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-143623.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251103                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-633.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $1659.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251124                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $22616.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                              | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25         | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |       252632 | PA      | $295957.92    | 0.01%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                | VALE SA SUBORDINATED 12/49 VAR                               | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    114742900 | PA      | $7739715.55   | 0.31%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-43444.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                       | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1                     | CUSIP: 362341XC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        55894 | PA      | $25938.47     | 0.00%             | 2035-11-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-2                                 | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B              | CUSIP: 64360YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       934229 | PA      | $928937.13    | 0.04%             | 2036-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-29207.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $158867.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RFX0 PIMCO FXVAN PUT EUR CZK 24.25000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      6143000 | NC      | $34856.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-103005.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.08000 06/05/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-82686.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                         | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 11/29 2.875       | CUSIP: ACI1D6FQ2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     58700000 | PA      | $15046089.17  | 0.60%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $136482.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 7.33000 11/06/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $492335.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 09/35 11.25             | CUSIP: P3579ECS4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    259300000 | PA      | $4607620.70   | 0.18%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 04/32 6.375                       | CUSIP: ACI1Z26W4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  31820000000 | PA      | $1961612.78   | 0.08%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 8.65408 05/15/19-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-885749.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-75390.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1333.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 07/35 6.75                        | CUSIP: ACI2QKC54<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  68223000000 | PA      | $4204915.50   | 0.17%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $1203.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.75000 05/13/33-1Y (GLD) CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-4234.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.60000 01/17/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1605.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP R 4.31850 05/22/24-5Y GLM                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-155720.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $180060.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -13700000 | NC      | $-8959.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.48500 02/10/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-380118.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 2.68000 06/29/21-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-1038817.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251211                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $106345.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 0.00000       | CUSIP: ACI30CRD5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2657473 | PA      | $63114.98     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $2058596.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $83887.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-14522.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.51500 03/06/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-412994.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $175097.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7                | CUSIP: 989RJPII3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    137327000 | PA      | $7543204.33   | 0.30%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $4751.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1             | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        73585 | PA      | $63014.55     | 0.00%             | 2036-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-56747.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.245 03/14/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-120951.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $30549.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-132005.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.76000 04/09/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $165695.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.22000 09/02/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-199559.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.43000 08/06/25-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-36410.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PHP BOUGHT USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $2771633.06   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $94098.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-50321.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260121                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-374238.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4                 | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     38400000 | PA      | $10712583.06  | 0.43%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.41000 11/10/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-406061.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 04/39 8.375                       | CUSIP: ACI17F2F7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  62230000000 | PA      | $4237317.29   | 0.17%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.77500 03/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-293741.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.23000 11/17/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $52496.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CNY 1.50000 03/18/26-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |            1 | NC      | $-560218.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2869.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.86000 06/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $508509.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 05/52 5.357                   | CUSIP: ACI25PGD5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5700000 | PA      | $1654855.99   | 0.07%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-646403.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $192687.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290702                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $102461.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-627063.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.25900 08/08/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-23775.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $485334.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-107475.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH75 PIMCO FXVAN CALL USD HKD 7.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     54800000 | NC      | $55457.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 11/32 2.8                        | CUSIP: ACI2B7C75<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     59300000 | PA      | $8910927.35   | 0.35%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-7765.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-66.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                               | CIMA FINANCE LTD SECURED REGS 09/29 2.95                     | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      1646307 | PA      | $1541305.09   | 0.06%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-240535.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.29500 01/10/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $748054.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA56A2 PIMCO SWAPTION 4.475 CALL PLN 202511               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -27000000 | NC      | $-60934.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.04000 09/22/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-10204.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.4/US SOFR BOA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $16531.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RET0 PIMCO FXVAN PUT USD BRL 5.50000000                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     23265000 | NC      | $713374.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.28500 06/18/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-216255.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 02/33 13.625            | CUSIP: P3579ECQ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     20650000 | PA      | $400446.12    | 0.02%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $-1052.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 05/35 19                        | CUSIP: ACI2YGLP0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     19400000 | PA      | $830256.78    | 0.03%             | 2035-05-27      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.47 08/22/25-01/02/31 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $44014.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260703                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $171958.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.15200 04/25/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-183492.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.99000 10/20/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-751948.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.92000 10/02/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-166333.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251124                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-183707.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $2087.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.26500 04/08/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $3959.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.10500 07/12/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $67019.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $158502.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-183691.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-388.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | NOTA DO TESOURO NACIONAL NOTES 01/31 10                      | CUSIP: ACI1J1NR6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    235200000 | PA      | $39783249.75  | 1.58%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | DRILLCO HLDG LUX S A COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         9571 | NS      | $207371.67    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4232.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5              | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3042100000 | PA      | $52396301.29  | 2.09%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 10/52 3.12                       | CUSIP: ACI29K9P3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      5900000 | PA      | $973171.43    | 0.04%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-19831.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $101665.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15                | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    128700000 | PA      | $39295562.28  | 1.56%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-86390.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 04/33 3.844                        | CUSIP: ACI05RKF5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2500000 | PA      | $609896.63    | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20270610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-844.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.81000 06/20/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $129153.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 06/36 3.6                        | CUSIP: ACI2Q7TW6<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    151300000 | PA      | $6686370.41   | 0.27%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.28000 02/28/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-473143.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZL8 PIMCO FXVAN PUT USD TRY 42.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -11554000 | NC      | $-31785.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 09/30 5                          | CUSIP: ACI27J804<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    393900000 | PA      | $19793025.72  | 0.79%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                          | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                       | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        14043 | PA      | $9959.85      | 0.00%             | 2047-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 07/29 4.13                    | CUSIP: ACI17H4J3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     65000000 | PA      | $15967899.23  | 0.64%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-779.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.75000 08/02/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $112379.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 01/26 0.00000                                  | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       942000 | PA      | $931609.04    | 0.04%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.06353 10/24/23-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-710462.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2168814.23  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-348.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.96000 03/19/25-2Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-31553.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-6547.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.65000 03/13/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $189009.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4NA6 PIMCO SWAPTION 4.065 PUT PLN 2025112               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -48290000 | NC      | $-83525.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6             | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       138224 | PA      | $20799.95     | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-10                                                | LEHMAN XS TRUST LXS 2005 10 2A4A                             | CUSIP: 525221GC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2613983 | PA      | $2342967.06   | 0.09%             | 2036-01-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RHA8 PIMCO FXVAN PUT USD ZAR 18.00000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     35208953 | NC      | $1897868.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 08/40 5.35                   | CUSIP: ACI1H2BH1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9000000 | PA      | $2300799.24   | 0.09%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-65033.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA BP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-71927.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-527.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 01/02/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-6692.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 0.00000       | CUSIP: ACI30CTS0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1408637 | PA      | $33455.13     | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-20749.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR              | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      3632137 | PA      | $3236234.07   | 0.13%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 07/35 6.75                        | CUSIP: 938MMMII9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 688626000000 | PA      | $42443371.57  | 1.69%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251107                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2097.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.46000 09/02/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $75792.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                 | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5              | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        41254 | PA      | $36286.44     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-81366.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $76606.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-40603.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 06/35 19                        | CUSIP: ACI2YG081<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     29600000 | PA      | $1261812.07   | 0.05%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8                | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    415250000 | PA      | $24131627.39  | 0.96%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA6VA2 PIMCO SWAPTION 7.16 PUT ZAR 20251126               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -143100000 | NC      | $-27991.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP R 4.09500 06/01/17-10Y GLM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-155856.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 06/50 4.065                        | CUSIP: ACI1N27G1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13699000 | PA      | $3333554.40   | 0.13%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260316                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-3576.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.00000 10/02/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-348559.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $110.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.89000 10/09/24-10Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-44276.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CAD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-18.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA55A3 PIMCO SWAPTION 4.475 PUT PLN 2025112               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -27000000 | NC      | $-84841.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.22000 07/03/23-5Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-54680.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.35000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $111987.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA 2024 TERM LOAN A                           | CUSIP: BA000C8P7<br>LEI: 549300VVURQQYU45PR87 | Long             | LON              | NUSS              | KE        |      2700000 | PA      | $2706126.44   | 0.11%             | 2028-04-05      | Floating      | 12.65%                | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-6460.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1               | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        30977 | PA      | $24836.14     | 0.00%             | 2036-03-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                        | ANGEL OAK MORTGAGE TRUST AOMT 2021 1 A1 144A                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2529101 | PA      | $2212003.19   | 0.09%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-119.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.2425 09/20/24-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $582004.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $275.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1+24/9.29* 12/29/25-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $113066.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $9473.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MXN 9.29500 11/04/24-1Y* (WHT) CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $10497.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 10/29 2.75                      | CUSIP: ACI1893B8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     36800000 | PA      | $9423833.38   | 0.38%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.695 08/02/24-01/03/28 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-342164.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 07/34 7.1                      | CUSIP: ACI2LJYT6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      7100000 | PA      | $1622915.69   | 0.06%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.49000 09/01/22-10Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1815.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.52500 06/18/25-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-103254.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $18102.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.74000 08/01/23-10Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-207716.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 11/40 12.75                       | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 119740200000 | PA      | $31999867.96  | 1.27%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                    | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75             | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $349252.56    | 0.01%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251124                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-24537.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $46739.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-140639.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $137132.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/4.11500 02/01/21-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $697891.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $647610.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.74000 09/26/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $118681.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.71500 06/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $20405.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2003-2F                                                | IMPAC CMB TRUST IMM 2003 2F A                                | CUSIP: 45254NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       128741 | PA      | $129940.64    | 0.01%             | 2033-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.0564 09/05/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-158003.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-171422.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.47500 07/31/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $101643.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5                | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   6780000000 | PA      | $7043250.99   | 0.28%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ESKOM GG LOAN SNR EM SP DUB                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $481772.75    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 01/29 22                        | CUSIP: ACI2NDJF4<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3100000 | PA      | $150477.25    | 0.01%             | 2029-01-22      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS SEK 2.02050 10/07/24-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |            1 | NC      | $-124176.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 2.50000 03/18/26-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $1509.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                 | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2700000 | PA      | $813666.57    | 0.03%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.45/US SOFR SCX                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $31333.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.75250 04/22/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $317884.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251201                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4086.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/44 8.75             | CUSIP: BPXR8CII6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     89000000 | PA      | $4486280.25   | 0.18%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $8351.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 04/30 8                        | CUSIP: ACI2CDCG1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30500000 | PA      | $7215249.11   | 0.29%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC BONDS REGS 12/36 4.2                          | CUSIP: B1KNGGII4<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     85700000 | PA      | $3982367.97   | 0.16%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260526                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-71072.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT UYU SOLD USD 20251128                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-392.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.18000 12/04/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $20557.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-436.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-117204.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.50000 09/17/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $92826.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625               | CUSIP: ACI2FG3T3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     63300000 | PA      | $1236874.39   | 0.05%             | 2034-02-10      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 03/35 5                          | CUSIP: BZ8VHWII9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2910000000 | PA      | $2918323.54   | 0.12%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2007-2                                        | BEAR STEARNS ALT A TRUST BALTA 2007 2 2A1                    | CUSIP: 073870AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5521667 | PA      | $3812987.32   | 0.15%             | 2037-04-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING PLC 2022-1X                                       | TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS                    | CUSIP: ACI22Y5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       299400 | PA      | $402962.29    | 0.02%             | 2063-12-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO260626                                   | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  12692347000 | PA      | $7473819.75   | 0.30%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZ46 PIMCO FXVAN CALL USD TRY 56.75000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -7530000 | NC      | $-72619.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/31 7.9             | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  24011000000 | PA      | $3304999.40   | 0.13%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                 | ICBC STANDARD BANK PLC SR UNSECURED 144A 09/29 20            | CUSIP: 85312EER0<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 165827000000 | PA      | $13741323.99  | 0.55%             | 2029-09-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-56970.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.84208 03/12/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1781116.75  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $1283.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.15000 03/19/25-2Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-84143.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                                    | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1               | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10441 | PA      | $9940.38      | 0.00%             | 2036-03-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-4167.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $825.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $44332.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.51100 02/05/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $899652.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                                  | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       366000 | PA      | $363768.93    | 0.01%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.73500 08/05/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-15174.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/21/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $281246.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.76000 11/21/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-278886.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.41000 10/02/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $120774.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.36000 06/28/24-2Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $162609.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP R 3.79000 03/14/19-7Y BSH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-75856.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.92300 03/22/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $773941.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $10327.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                           | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                 | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |      4800000 | PA      | $5557955.84   | 0.22%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.87170 07/24/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $149479.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR              | CUSIP: ACI1Q6M72<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        60000 | PA      | $39787.50     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | NOTA DO TESOURO NACIONAL NOTES 01/33 10                      | CUSIP: ACI22VJB6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1300000 | PA      | $212103.69    | 0.01%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS THB THORON/1.00000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |            1 | NC      | $-1510895.81  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 04/35 3.612                   | CUSIP: ACI2WT606<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9470000 | PA      | $2279348.85   | 0.09%             | 2035-04-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.31300 04/25/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $82213.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.25750 05/05/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $132346.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251204                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-5888.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $188606.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-948715.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                          | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45             | CUSIP: ACI27N3Q3<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    622630000 | PA      | $23640211.63  | 0.94%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.6025 06/18/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1052362.19   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR              | CUSIP: ACI1Q6J27<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       200000 | PA      | $178200.00    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                   | JYSKE REALKREDIT A/S COVERED 10/53 1.5                       | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $578699.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH00 PIMCO CDSOPT PUT USD 0.55 20251119                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | BM        |    224400000 | NC      | $135167.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-97972.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.92000 02/13/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-13977.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5                | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.24         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1412.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                            | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                      | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |      3582081 | PA      | $35143795.53  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $111.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251027                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2906.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.36000 08/12/25-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $120054.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.73583 06/13/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1251210.69   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2012-RR3                                                | BCAP LLC TRUST BCAP 2012 RR3 2A8 144A                        | CUSIP: 05539BAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1915088 | PA      | $1716210.62   | 0.07%             | 2037-05-26      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB1                                 | CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF2            | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1599483 | PA      | $1377681.40   | 0.05%             | 2036-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 07/03/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $79514.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.70500 08/12/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-299029.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25          | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       138559 | PA      | $21303.45     | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-163485.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/4.15500 01/15/21-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1763524.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-2550.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                           | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6      | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |      1800000 | PA      | $1906094.36   | 0.08%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $54823.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.80000 12/18/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $893274.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOEING CO/THE SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2320.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20251218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-202972.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 1.46000 05/28/21-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-146117.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750REU7 PIMCO FXVAN PUT USD BRL 5.25000000                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -23265000 | NC      | $-101156.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | VOLS USDINR .0345 11/21/2025 SCX                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-17305.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.15500 11/05/24-10Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $492821.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.95000 12/23/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-332180.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-7434.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-125494.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251219                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2460.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-19579.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                                  | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1383000 | PA      | $1374099.59   | 0.05%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875            | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    995500000 | PA      | $56631671.97  | 2.25%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP P 3.54000 06/04/19-10Y JPM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $186630.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.79400 10/15/24-5Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $15176.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.93560 06/18/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-562803.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-R2                                         | COUNTRYWIDE HOME LOANS CWHL 2004 R2 1AF1 144A                | CUSIP: 12669UCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       111416 | PA      | $106239.51    | 0.00%             | 2034-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 01/30 5                         | CUSIP: ACI2RYZ90<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     15200000 | PA      | $4219901.23   | 0.17%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-61954.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-1199.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.30000 05/18/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-39504.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.04500 12/30/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $39542.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.55000 07/10/25-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-413529.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-342.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.18000 01/14/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-464269.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.18000 06/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $82547.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                               | HIPOTECARIA SU CASITA SA COMMON STOCK                        | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       742577 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-2833.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOUTH KOREA GOVT AS SP BRC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5888.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/41 6.5              | CUSIP: S69124NG6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     21500000 | PA      | $902016.50    | 0.04%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-125728.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.27000 08/26/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-124175.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 08/25/23-10Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-53917.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TRS R SOFRRATE+65/IN0020230051 SCX                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-677394.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $5563.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $43740.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 05/44 4.18                         | CUSIP: ACI2P3VL7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6660000 | PA      | $1663624.48   | 0.07%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-15910.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-3056.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300513                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $101092.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.49750 05/16/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $76517.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES 2007-HE3                                | WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3             | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4222517 | PA      | $3760708.62   | 0.15%             | 2037-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR39                                 | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR39 A1             | CUSIP: 45660KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       279578 | PA      | $259427.30    | 0.01%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.21000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-46381.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $14533.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $51795.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-641131.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-23212.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.65000 06/20/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $226106.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $7141.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $15927.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-3                                   | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1               | CUSIP: 026935AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       333670 | PA      | $300269.61    | 0.01%             | 2046-11-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 5.89000 05/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-302040.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 03/30 5.25                     | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       400000 | PA      | $468864.18    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-14.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.425 06/12/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $26516.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 3.73100 07/20/21-7Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $189913.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.35500 02/05/24-6Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $148310.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA BP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-9399.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.9431 05/17/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $940538.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP P 3.76250 05/24/19-10Y CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $90406.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $862.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 07/53 8                        | CUSIP: ACI26RR14<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    526870000 | PA      | $24982847.11  | 0.99%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251001                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $631938.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.66500 12/17/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-515690.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $14880.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.61000 09/26/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-203251.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS BANK REV REPO REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | CZ        |   -505497503 | PA      | $-24604276.27 | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $5430.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 07/30 34.1                     | CUSIP: ACI2YZ1J4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    494500000 | PA      | $12039932.78  | 0.48%             | 2030-07-10      | Fixed         | 34.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-74658.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 8.70000 01/16/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-1757606.85  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOEING CO/THE SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $591.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-39683.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.38800 11/15/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $928350.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-107614.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 07/46 11.5                        | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  17092700000 | PA      | $4212158.60   | 0.17%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.844 04/23/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-111943.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.36250 05/29/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-352309.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $338.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251117                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7240.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $86581.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | VOLS USDINR .03725 11/26/2025 JPM                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-9504.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/30 8.8                    | CUSIP: ACI2DBP47<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     17000000 | PA      | $1067613.60   | 0.04%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.64500 02/01/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $340519.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260206                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $102435.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 6.88000 09/17/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-53692.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $7473.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $17300.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.48000 03/19/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-133016.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.26000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-20827.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.66000 02/19/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $247382.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                   | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2600000 | PA      | $441824.69    | 0.02%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CNY 1.50000 03/18/26-4Y* LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |            1 | NC      | $-583448.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $4236.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 05/33 7.5                      | CUSIP: ACI2BPJ03<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    137000000 | PA      | $7056208.81   | 0.28%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-29812.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1450.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                   | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A      | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23400000 | PA      | $23400000.00  | 0.93%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.93000 11/04/24-5Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-189002.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251224                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-90948.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.73500 10/09/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-391541.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RES2 PIMCO FXVAN CALL USD BRL 5.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -23265000 | NC      | $-42551.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260623                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-9427.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.25000 04/18/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $133217.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SEK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $-15293.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $104698.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-337.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20260126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $5557.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.32500 05/06/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $331738.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.41000 09/30/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $270700.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6                | CUSIP: ACI2FK1C3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  10330000000 | PA      | $11039560.97  | 0.44%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $59165.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-49320.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-0.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.7603 10/11/24-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $354062.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 02/33 13.25                       | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  68637200000 | PA      | $18929389.25  | 0.75%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-77367.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 05/35 1.65                       | CUSIP: BT6F11II5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    116250000 | PA      | $16077771.76  | 0.64%             | 2035-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.455/US SOFR BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $25872.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $107108.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 11/47 8                        | CUSIP: ACI0SZJH0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    195900000 | PA      | $9379260.05   | 0.37%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-157941.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-13654.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAAYA0 PIMCO SWAPTION 4.135 PUT ILS 2025120               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -13800000 | NC      | $-38703.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | US LONG BOND(CBT) DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           -5 | NC      | $-13366.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA6UA3 PIMCO SWAPTION 7.16 CALL ZAR 2025112               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -143100000 | NC      | $-65019.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-121.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.06500 01/17/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $1378770.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317U9USA5 PIMCO SWAPTION 7.31 CALL ZAR 2025100               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -335800000 | NC      | $-235814.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.56000 02/12/25-8Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $61731.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 4.79000 01/17/22-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-70153.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.78000 10/03/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-104056.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.47000 04/08/22-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-394749.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.6908 10/26/23-01/02/26 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1394674.74  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $113949.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1252.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.9 06/26/24-01/03/33 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $227848.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.44000 02/28/25-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $129936.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5                | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20260212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $42191.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $19886.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $67653.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 01/31 23                        | CUSIP: ACI2NDJB3<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     26200000 | PA      | $1294412.45   | 0.05%             | 2031-01-22      | Fixed         | 23.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BM        |     -1710000 | NC      | $-5837.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.055 08/13/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-205539.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -268875 | PA      | $-269120.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PHP SOLD USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-20349.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1677.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO PARIBAS ZCP                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -78391989 | PA      | $-21648143.25 | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 06/32 7                           | CUSIP: ACI0RXZM7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   7951500000 | PA      | $1625018.83   | 0.06%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251229                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2337.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 01/26 0.00000                                  | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1880000 | PA      | $1857885.71   | 0.07%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-159828.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.815 03/13/24-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1046716.65  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260223                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4610.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $12712.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.05500 11/04/24-9Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $355798.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-639.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $73.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.9271 05/08/25-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-502630.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-49.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-50755.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251031                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-401095.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2016-1                         | JP MORGAN REREMIC JPMRR 2016 1 A1 144A                       | CUSIP: 46647AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       117667 | PA      | $115286.13    | 0.00%             | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300509                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $101186.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $294576.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-14153.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260305                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3007.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1044599 | PA      | $434814.33    | 0.02%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/26 0.00000       | CUSIP: ACI30CQF1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       563454 | PA      | $15494.99     | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.05000 10/03/23-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $4238.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.61100 06/06/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $382520.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.97000 12/16/24-3Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $84265.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $18747.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                     | CUSIP: ACI2V5CB8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     19100000 | PA      | $4472056.38   | 0.18%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2146881.28  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-2790.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.13125 12/23/24-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-462397.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                      | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    643400000 | PA      | $15227830.99  | 0.61%             | 2028-05-17      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-27379.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-179.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2006-3                                    | BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M2               | CUSIP: 07388GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1096000 | PA      | $1077845.75   | 0.04%             | 2036-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                         | CUSIP: ACI2SN0R1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1628575000 | PA      | $1061845.98   | 0.04%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 05/35 4.254                        | CUSIP: ACI1RLW28<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8030000 | PA      | $2032491.59   | 0.08%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.255 10/08/24-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $264521.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-178838.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-112616.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.73000 02/16/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $272629.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $20151.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.615 05/15/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $66997.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $206.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.41500 08/12/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-89518.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                         | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000          | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     19470000 | PA      | $14674052.25  | 0.58%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 05/31 7.75                     | CUSIP: 975UCXII2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    338900000 | PA      | $18065969.09  | 0.72%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 10/33 2                          | CUSIP: ACI11VHC9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     60900000 | PA      | $2459015.27   | 0.10%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.54000 10/10/24-4Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-13203.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.32 05/08/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-2096.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $167992.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251203                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $1743.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR2                                  | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 1A1             | CUSIP: 86363DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       866233 | PA      | $835865.42    | 0.03%             | 2037-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.50000 11/13/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $127452.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.57500 07/03/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $927465.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1869.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY GOVERNMENT BOND BONDS 10/38 3                        | CUSIP: ACI198T62<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    731300000 | PA      | $1467758.10   | 0.06%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GHS BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-41296.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2017-1A                                                   | VOYA CLO LTD VOYA 2017 1A A1R 144A                           | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       158854 | PA      | $158974.48    | 0.01%             | 2030-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.63000 09/17/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-2418.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                     | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1329100000 | PA      | $27770273.73  | 1.11%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-37990.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.49 08/22/24-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-437372.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $12308.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.60000 04/11/24-2Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-4844.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.52868 09/26/23-01/02/26 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1176512.44   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $17210.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251103                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-242.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-4553.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD 12/28 0                             | CUSIP: ACI30CWY3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1126910 | PA      | $26764.11     | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE | TESLER EUR 3 YEAR TERM LOAN                                  | CUSIP: BA000M1W7<br>LEI: 254900OVY0XI1DFYC092 | Long             | LON              | CORP              | RS        |      3900000 | PA      | $4660496.29   | 0.19%             | 2028-05-21      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-42858.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20260126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-3401.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/29 8.65                   | CUSIP: ACI2DBNY3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     38196564 | PA      | $2490385.42   | 0.10%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290503                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $249531.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 10/42 4.696                        | CUSIP: ACI251NJ7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6078000 | PA      | $1608229.35   | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5              | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    873200000 | PA      | $46588531.79  | 1.85%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $4.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750QY45 PIMCO FXVAN PUT USD MXN 18.25000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -19972000 | NC      | $-169162.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290502                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $249531.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1052.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.73 09/12/24-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-429868.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251118                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $101.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 01/35 11.75                       | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  29146600000 | PA      | $7410025.27   | 0.29%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-49816.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                                    | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2              | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        37326 | PA      | $34131.86     | 0.00%             | 2045-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIG4 PIMCO FXVAN CALL USD HKD 7.85000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -86100000 | NC      | $-54759.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.15500 09/17/25-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-16413.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-9Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $20032.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.34000 01/08/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $747629.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $86980.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.28/US SOFR GLM                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $371852.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                                   | IMPAC CMB TRUST IMM 2004 10 1A1                              | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60070 | PA      | $58478.01     | 0.00%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20260212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-57151.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.79043 06/18/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-165106.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 01/31 6.5                         | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  41917311806 | PA      | $10751705.05  | 0.43%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1362.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.52400 02/16/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $420086.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.575 07/22/25-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $22905.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                           | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                     | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      7500000 | PA      | $8805379.97   | 0.35%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.21500 11/14/23-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-12024.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-WF1                                  | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A6               | CUSIP: 65537BAF7<br>LEI: N0RUIPD25XQCBR0TK507 | Long             | ABS-MBS          | CORP              | US        |      7621032 | PA      | $1968691.58   | 0.08%             | 2036-06-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS KRW R USSOFR/KRW KWCDC-39.43 BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-132903.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95                | CUSIP: 715638BD3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19920000 | PA      | $6354629.46   | 0.25%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251118                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-3461.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     10221000 | NC      | $55055.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH18 PIMCO CDSOPT PUT USD 0.75 20251119                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -224400000 | NC      | $-40380.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.64750 01/08/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-516.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 04/39 4.054                        | CUSIP: ACI2NRJH9<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    131160000 | PA      | $32530351.82  | 1.29%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4BA9 PIMCO SWAPTION 6.19 PUT HUF 20251114               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -2883080000 | NC      | $-63220.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260616                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $35202.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251128                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-6945.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS SEK 2.29800 10/07/24-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |            1 | NC      | $531685.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.79000 10/06/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-279058.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $148126.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-206.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 0.00000       | CUSIP: ACI30CNZ0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       704350 | PA      | $16728.31     | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 08/34 5.4                    | CUSIP: ACI1CNG93<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9500000 | PA      | $2650248.41   | 0.11%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-59480.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1600038 | PA      | $872020.71    | 0.03%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHESTER FINANCING NO 3 PLC                                           | ROCHESTER FINANCING ROFIN 3 A REGS                           | CUSIP: ACI1YJ4X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       874055 | PA      | $1175986.65   | 0.05%             | 2044-12-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.27000 03/19/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $68994.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                       | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5         | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    135000000 | PA      | $7424554.02   | 0.30%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                    | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75             | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       171811 | PA      | $178153.29    | 0.01%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-4742.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300514                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $100998.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS USD R INR 6.3795/US SOFR BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |            1 | NC      | $-239845.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5             | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        23683 | PA      | $2486.72      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 09/54 2.19                       | CUSIP: BRT57JII1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    107940000 | PA      | $14998161.90  | 0.60%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $49765.64     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.00000 11/05/24-4Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-270478.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.62/US SOFR CBK                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $1709574.06   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $11484.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-230.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-18080.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | NOTA DO TESOURO NACIONAL NOTES 01/29 10                      | CUSIP: ACI0ZV4S3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    141000000 | PA      | $25020951.70  | 1.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251128                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-7311.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.31000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-128456.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $73732.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD UGX BOUGHT USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-75186.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260528                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3552.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-109097.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.88000 10/16/23-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-6882.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251204                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-215.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 6.75          | CUSIP: ACI30CTL5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1690364 | PA      | $27468.42     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-12326.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | US ULTRA BOND CBT DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           21 | NC      | $77571.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.15000 06/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $100710.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-36380.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $1620.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIRAAT DPR FINANCE CO                                                  | ZIRAAT TRANCHE B TERM LOAN                                   | CUSIP: BA0005QX5<br>LEI: 254900UKNMJNBW90F636 | Long             | LON              | CORP              | US        |      4300000 | PA      | $4297813.62   | 0.17%             | 2034-06-15      | Floating      | 7.14%                 | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 VAR           | CUSIP: ACI30CTV3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       563454 | PA      | $15494.99     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.34200 09/17/25-2Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-41495.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                     | CUSIP: ACI2RLVR2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    781900000 | PA      | $17873370.15  | 0.71%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                        | RAIZEN FUELS FINANCE COMPANY GUAR 144A 07/32 6.25            | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $1270425.00   | 0.05%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $735.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNY BOUGHT USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $270.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-12138.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.55000 03/19/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $5205.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-88707.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 11/27 3.899                        | CUSIP: ACI0V6W28<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     28990000 | PA      | $7011864.58   | 0.28%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIH2 PIMCO FXVAN CALL USD HKD 7.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     86100000 | NC      | $86530.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.14000 11/16/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-96683.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.10000 06/05/24-2Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-47302.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-73848.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | HSBC BANK PLC REVERSE REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -459747091 | PA      | $-1407983.05  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $82440.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.11000 09/17/25-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-33725.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QH8                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A               | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       785273 | PA      | $628672.07    | 0.03%             | 2037-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251211                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-12714.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-53472.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251103                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $418.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.28000 12/26/24-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $53824.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $70.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | DRILLCO HLDG LUX SA COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         1027 | NS      | $22251.67     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $1723.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1583.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.49000 09/01/22-10Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1815.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-3680.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260518                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1729.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-61087.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-116.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-146.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.97000 03/21/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $674679.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $6999.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.225 04/10/24-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-591160.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000           | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       425000 | PA      | $328190.31    | 0.01%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $27745.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.50000 12/20/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-67860.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.80000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-56034.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $9484.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.16000 03/10/25-7Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $60569.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CHF SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $2044.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.99000 11/25/24-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $756735.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.54510 11/25/24-4Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-116052.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-4.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.783 01/05/24-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $3741485.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $24420.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-9172.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.29000 03/07/25-7Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $125321.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.39200 03/11/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $327913.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.07000 06/24/24-7Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $90675.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20260318                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-149.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                      | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     27000000 | PA      | $657257.76    | 0.03%             | 2026-08-19      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.51250 03/05/25-6Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-140667.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 05/34 2.27                       | CUSIP: BSPQJ8II8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48520000 | PA      | $7058498.57   | 0.28%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-2595.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A             | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         3761 | PA      | $3506.97      | 0.00%             | 2034-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-80431.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                       | INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000       | CUSIP: P52715AB8<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |        36144 | PA      | $35963.37     | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 07/28 0.00000                   | CUSIP: ACI2QBY01<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     83000000 | PA      | $11092880.56  | 0.44%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                      | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    723500000 | PA      | $40089094.11  | 1.60%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT GBP SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $373.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5           | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       277791 | PA      | $42363.13     | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $780.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.77000 06/10/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $6290.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $122.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.435/US SOFR DUB                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $22673.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.29000 04/30/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $102544.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.65000 08/12/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $165203.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.21000 06/26/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $136700.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                 | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE        | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5158058.30   | 0.21%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.84 01/24/24-01/04/27 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1359038.23  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                             | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1      | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     56200000 | PA      | $17440849.07  | 0.69%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.12000 06/18/25-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-12596.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.97000 06/18/25-7Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-1641.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/28 6.25          | CUSIP: ACI30CR29<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       845182 | PA      | $19227.89     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-124962.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 06/42 7.125                       | CUSIP: BP5FPDII2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   6871000000 | PA      | $424346.22    | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1316.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.16395 07/07/23-01/02/26 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $128509.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.58 07/22/25-01/02/31 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $22074.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $659.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | VOLS USDINR .036 11/24/2025 JPM                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-22510.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.52770 07/29/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $240842.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 10/25 0.00000                         | CUSIP: ACI2RP576<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   5372200000 | PA      | $3613050.19   | 0.14%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | FWD0JJ9S9 COLOMBIA GOVT NDF                                  | CUSIP: 990AAWNG9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        | 150665500000 | PA      | $35257384.51  | 1.40%             | 2028-04-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS INR MIBOR/5.75000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |            1 | NC      | $25364.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                         | CUSIP: ACI2SNXW4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1536600000 | PA      | $998166.19    | 0.04%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 02/30 8.5                      | CUSIP: ACI2TM3P3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1512100000 | PA      | $83459233.90  | 3.32%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-7042.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.86500 07/18/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $136352.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-9121.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.405 06/10/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $53948.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.31500 05/06/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $134090.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.99400 07/02/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-53037.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-112.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU BONDS 144A 08/33 7.3                        | CUSIP: 715638DY5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4100000 | PA      | $1311367.06   | 0.05%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-79426.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-SEA1                                                  | GSAMP TRUST GSAMP 2007 SEA1 A 144A                           | CUSIP: 3622MLAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       853993 | PA      | $849122.36    | 0.03%             | 2036-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PERU PAYROLL DEDUCTION FINANCE LIMITED                                 | PERU PAYROLL DEDUCTION SR SECURED REGS 11/29 0.00000         | CUSIP: ACI01Y8E1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1160544 | PA      | $1028423.20   | 0.04%             | 2029-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 02/33 14.375                    | CUSIP: ACI189QF4<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   8336000000 | PA      | $2190275.03   | 0.09%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260324                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-10938.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.77500 04/07/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $153243.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.04750 04/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $24700.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT SR UNSECURED 11/38 8.5               | CUSIP: B44NNDII5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     71400000 | PA      | $3745151.94   | 0.15%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.56000 08/23/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $346102.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $66775.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $123178.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 11/25 0.00000                         | CUSIP: ACI2XYZR3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  18770556000 | PA      | $12364050.10  | 0.49%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-59461.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-8623.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-5542.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-2048.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75             | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    288500000 | PA      | $5026675.99   | 0.20%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2006-AA2                                                | BCAP LLC TRUST BCAP 2006 AA2 A1                              | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       144406 | PA      | $135067.20    | 0.01%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75          | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       417696 | PA      | $64742.88     | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.85500 02/21/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-907093.65   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 04/28 6                           | CUSIP: ACI05MPY0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 122087300000 | PA      | $28521478.68  | 1.14%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 07/29 4.75                      | CUSIP: ACI2NGJ67<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     85800000 | PA      | $23699132.52  | 0.94%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/36 6.25             | CUSIP: B1W32LII9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    318700000 | PA      | $14648758.54  | 0.58%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.72500 06/10/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1047.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251201                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4517.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4              | CUSIP: 61749LAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         5719 | PA      | $5624.58      | 0.00%             | 2036-06-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $1211.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAHEA7 PIMCO SWAPTION 4.445 PUT PLN 2025121               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -7700000 | NC      | $-31489.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.70750 08/13/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-210432.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7             | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       418706 | PA      | $64899.43     | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 09/26 4.07                    | CUSIP: ACI0LQGX5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     50530000 | PA      | $12145611.48  | 0.48%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20260129                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1618.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.45000 06/28/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-144683.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.19500 09/29/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-10058.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                          | THAILAND GOVERNMENT BOND BONDS 06/42 2                       | CUSIP: ACI1SGHJ8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    103190000 | PA      | $3257553.03   | 0.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO260629                                   | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  18144277000 | PA      | $10668054.87  | 0.42%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25             | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    113800000 | PA      | $2022164.42   | 0.08%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $44854.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PHP BOUGHT USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $88325.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20260129                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1269.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.04900 04/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $35386.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260410                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $79445.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.58000 09/12/25-3Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $2642.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                                     | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1              | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        24382 | PA      | $22451.88     | 0.00%             | 2035-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300515                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $100998.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UACUA0 PIMCO SWAPTION 7.07 CALL ZAR 2025120               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -147900000 | NC      | $-50865.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AZN SOLD USD 20271029                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-36138.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25             | CUSIP: ACI08MN29<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     85900000 | PA      | $4909630.17   | 0.20%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 7.25          | CUSIP: ACI30CNV9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2375745 | PA      | $36230.11     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 6.15106 03/03/20-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-11875471.57 | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $18530.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH83 PIMCO FXVAN CALL USD HKD 7.85000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -54800000 | NC      | $-35839.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-7562.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-9637.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.5 04/30/25-01/02/29 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $61130.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 10/32 4.193                   | CUSIP: ACI24V7D3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13630000 | PA      | $3400425.39   | 0.14%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $97883.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $19146.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.13000 04/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $728227.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.56000 09/22/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $111118.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $617.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $18321.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300812                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $63029.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 10/31 3.804                   | CUSIP: ACI2NNYK4<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      7800000 | PA      | $1898289.31   | 0.08%             | 2031-10-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                         | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A         | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1099893.51   | 0.04%             | 2035-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $82658.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4OA5 PIMCO SWAPTION 4.065 CALL PLN 202511               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -48290000 | NC      | $-48019.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | FWD07G164 COLOMBIA GOVT NDF                                  | CUSIP: 990AAWNH7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |  26067000000 | PA      | $6707071.16   | 0.27%             | 2029-08-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.68 06/05/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $211200.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.09000 10/21/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $472671.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 05/28 12                        | CUSIP: ACI2MJ732<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3600000 | PA      | $140182.66    | 0.01%             | 2028-05-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.38800 08/09/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-66570.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-127114.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-36531.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $333.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                      | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     16300000 | PA      | $396914.39    | 0.02%             | 2026-05-20      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251124                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-18997.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251030                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $250.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A             | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A        | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       253418 | PA      | $297695.56    | 0.01%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251031                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-49299.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 10.5              | CUSIP: P3579ECY1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    280500000 | PA      | $4831255.55   | 0.19%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.58000 10/25/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $104020.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $81997.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT HUF SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $117.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20260317                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $221924.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8              | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2585000000 | PA      | $2740191.95   | 0.11%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.44000 11/02/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $289329.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20260126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2971.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-29907.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 09/27 3.422                   | CUSIP: ACI1LDCL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    157580000 | PA      | $37697083.27  | 1.50%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.923 04/22/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-182640.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.2128 02/18/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $248784.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | DRILLCO HLDG LUX S A COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         9245 | NS      | $200308.34    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.97000 12/17/24-9Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $44726.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RNK9 PIMCO FXVAN PUT USD MXN 18.25000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     44712000 | NC      | $378710.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.58000 07/31/25-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-239668.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260921                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-7146.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.48500 05/16/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $80957.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.80000 07/31/23-9Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $125348.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.62000 12/11/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $713374.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AZN SOLD USD 20261029                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $18201.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                    | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2               | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       128004 | PA      | $34494.08     | 0.00%             | 2046-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | PROJECT MERCURY EUR TERM LOAN                                | CUSIP: 948FJBII0<br>LEI: 254900W94OCY91V32O78 | Long             | LON              | NUSS              | RS        |      3090909 | PA      | $3731512.69   | 0.15%             | 2030-08-11      | Floating      | 6.69%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-60062.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 2.28725 11/25/24-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-26132.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.53000 07/15/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $173496.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.22000 03/20/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-335580.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-504470.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM2                                                   | GSAMP TRUST GSAMP 2007 FM2 A2B                               | CUSIP: 3622MHAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       868694 | PA      | $533146.43    | 0.02%             | 2037-01-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750ROV4 PIMCO FXVAN PUT EUR HUF 386.00000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     62907500 | NC      | $257020.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZM6 PIMCO FXVAN CALL USD TRY 56.75000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -11554000 | NC      | $-113968.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.80000 06/18/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-531440.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $17030.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.23500 10/26/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-299519.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.67143 04/15/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1380384.24   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $36355.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.9975 04/14/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $665275.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 11/25 0.00000                         | CUSIP: ACI2S28H1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1100000000 | PA      | $728176.98    | 0.03%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251024                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $2.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      9635000 | NC      | $46707.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251024                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $7088.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                        | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25                | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4300000 | PA      | $1048555.00   | 0.04%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $18.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-33705.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 6.69000 11/04/21-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-28753.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251103                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-160969.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 02/34 6.625                       | CUSIP: ACI2JC442<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  86832000000 | PA      | $5308185.37   | 0.21%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                     | DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 05/26 10.95       | CUSIP: ACI1XHM39<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    611500000 | PA      | $1076940.89   | 0.04%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $2929.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO HSBC BANK PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -35135023 | PA      | $-9702624.15  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-24149.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251024                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $619.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/35 8.5             | CUSIP: P75744AS4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  17574000000 | PA      | $2395802.19   | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.36000 03/19/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $49557.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 06/39 15.8                      | CUSIP: ACI2QJDV9<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  12602600000 | PA      | $3350158.02   | 0.13%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300516                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $100998.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260922                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-11345.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAHDA8 PIMCO SWAPTION 4.445 CALL PLN 202512               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -7700000 | NC      | $-19218.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO HSBC BANK PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |  -1394174415 | PA      | $-67723982.42 | -2.70%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS BANK PLC SNR SE ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $1364.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-59439.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251001                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-63043.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                 | REALKREDIT DANMARK COVERED REGS 10/53 1.5                    | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.01900 04/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $57061.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS CAPITAL                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -10432676 | PA      | $-2881009.53  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 04/31 2.632                        | CUSIP: ACI1S5B09<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    119040000 | PA      | $27375486.95  | 1.09%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251229                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1108.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-185351.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-156968.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TRS R SOFRRATE+65/IN0020230051 SCX                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-40868.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                        | UZBEKISTAN INTL BOND SR UNSECURED REGS 05/27 16.625          | CUSIP: ACI2P7QD2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   9770000000 | PA      | $844423.78    | 0.03%             | 2027-05-29      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.49500 02/11/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-1142251.60  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $18450.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $1544.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-33423.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.565 05/03/24-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-702160.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 06/43 7.125                       | CUSIP: BPLJ0DII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16028000000 | PA      | $987295.17    | 0.04%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 06/38 4.893                        | CUSIP: ACI136ZL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     30070000 | PA      | $8050977.60   | 0.32%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA EUR TERM LOAN                             | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |      6300000 | PA      | $7408573.13   | 0.29%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $7695.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.56 08/07/24-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $457627.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1096616.22  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 12/25 0.00000                                  | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3213000 | PA      | $3190763.89   | 0.13%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-46686.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-12                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A            | CUSIP: 41161PVF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       288534 | PA      | $135191.83    | 0.01%             | 2035-10-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-14178.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.06500 04/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $22348.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-5056.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251107                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2034.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                 | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |       106066 | PA      | $103897.12    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290508                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $174067.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-R1                                       | BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21                  | CUSIP: 073866BN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       233671 | PA      | $155536.33    | 0.01%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/48 8.75             | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    134700000 | PA      | $6742253.68   | 0.27%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAIVA6 PIMCO SWAPTION 6.11 CALL HUF 2025122               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1040550000 | NC      | $-16237.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.07900 10/22/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $61952.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 6.5           | CUSIP: ACI30CTX9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1408637 | PA      | $29933.54     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-29590.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-4653.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251219                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-4415.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-21360.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO GOLDMAN SACHS                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |    -14913236 | PA      | $-4118362.99  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.58000 05/16/25-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-269.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7            | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     74300000 | PA      | $23865321.35  | 0.95%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.57 03/10/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $274598.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.85500 02/10/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $739388.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-7008.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.43000 02/04/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $293671.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.58240 04/08/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $201217.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-149083.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH91 PIMCO FXVAN PUT USD ZAR 17.00000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -70417905 | NC      | $-1824105.41  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-134013.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.79000 04/09/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $206799.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.44470 08/01/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $179806.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.40000 09/17/25-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $58233.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA BP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-23498.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-100552.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.06000 07/02/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-51896.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $189003.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251027                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2911.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-12706.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                               | WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A              | CUSIP: ACI0YB0Q6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |           68 | PA      | $709534.68    | 0.03%             | 2049-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-32270.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RG19 PIMCO FXVAN PUT USD JPY 144.00000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     46677221 | NC      | $244775.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $47074.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR7                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A            | CUSIP: 172987AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21161 | PA      | $20150.57     | 0.00%             | 2046-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.26700 03/06/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-1440421.73  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-51415.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-56711.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO120626                                   | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  14576013000 | PA      | $8643699.58   | 0.34%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-20461.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750R396 PIMCO FXVAN CALL USD TRY 53.50000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -18689000 | NC      | $-140167.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1                  | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |      8287096 | NS      | $177840.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 04/36 6.5                         | CUSIP: ACI2Z5985<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 119435000000 | PA      | $7256477.07   | 0.29%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/27 8.35                   | CUSIP: ACI2DBNN7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10432808 | PA      | $760176.12    | 0.03%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625            | CUSIP: 25714PES3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     72000000 | PA      | $1396228.62   | 0.06%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.47000 02/05/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-11158.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $132907.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.65000 09/17/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $7949.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.5175 05/14/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-62724.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-70679.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-564.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-9707.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 01/32 4.875                    | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1317000 | PA      | $1477958.90   | 0.06%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                   | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                   | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.17         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.25000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-21219.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-3646.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-65157.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.98 04/17/24-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-994925.57   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $1332000.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.56000 08/01/25-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-193053.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS SEC INC 2004-HE2                                      | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1             | CUSIP: 07384YQY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       395892 | PA      | $418505.93    | 0.02%             | 2034-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR               | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       528809 | PA      | $362234.17    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT UYU SOLD USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $18311.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       202000 | PA      | $201342.02    | 0.01%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 04/32 1.75                      | CUSIP: ACI1YW3C6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     58100000 | PA      | $13083909.32  | 0.52%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $62733.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-284115.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $3020.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-25888.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.53400 03/21/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-52640.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.68400 01/03/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3594.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1                               | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 S1 A 144A          | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4674759 | PA      | $4671018.40   | 0.19%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.70000 06/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-582583.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                             | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON            | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      1300000 | PA      | $1411373.89   | 0.06%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 08/29 11                          | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 100908100000 | PA      | $25996230.29  | 1.03%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.29000 01/22/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-51969.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.10000 02/08/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-8867.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-3563.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                     | CUSIP: ACI2RJP60<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5900000 | PA      | $1318503.02   | 0.05%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-7335.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260702                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $96400.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT SR UNSECURED 11/42 7.75              | CUSIP: ACI01W4Q2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    812300000 | PA      | $38586412.32  | 1.54%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -1710000 | NC      | $-1415.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $384.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-12786.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP R 3.26500 06/14/19-10Y GLM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-96329.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                     | DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 05/28 13.489      | CUSIP: ACI2RQX40<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    872000000 | PA      | $1429021.76   | 0.06%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.0264 04/22/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-150698.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 07/30 4.5                       | CUSIP: ACI2WT2K6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    288200000 | PA      | $78112496.11  | 3.11%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260519                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-262836.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $141008.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 10YR ULTRA FUT DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           19 | NC      | $25059.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.79000 06/10/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $5126.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.71000 09/17/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $4788.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260316                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-105706.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | DEUTSCHE BANK REPO REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |       305690 | PA      | $305690.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FISH POND RE LTD                                                       | FISH POND RE LTD UNSECURED 144A 01/27 VAR                    | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       550000 | PA      | $565482.50    | 0.02%             | 2027-01-08      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 07/34 3.828                        | CUSIP: ACI1D3N31<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     29430000 | PA      | $7200025.13   | 0.29%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75              | CUSIP: ACI087B66<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     53900000 | PA      | $2782515.58   | 0.11%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/35 8.5             | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  25202000000 | PA      | $3435700.86   | 0.14%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251030                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $8.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.40500 05/14/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $127321.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-207221.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.36500 11/28/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-55683.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-14317.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20270610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-781.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 06/43 15                        | CUSIP: ACI2HCL52<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   1633700000 | PA      | $403338.73    | 0.02%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-45733.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.22000 03/21/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $416210.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-102144.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 09/41 4.417                   | CUSIP: ACI1WV5T1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2714000 | PA      | $698827.64    | 0.03%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KRW BOUGHT USD 20251010                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $56560.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $33046.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A             | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1229 | PA      | $1173.82      | 0.00%             | 2036-08-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 08/45 7.125                       | CUSIP: BSKQRVII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 319445000000 | PA      | $19763815.64  | 0.79%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251226                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $2139.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $24598.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-12Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $4581.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.59800 09/17/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-7460.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.77500 02/23/24-2Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-4800.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.75000 04/10/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $26642.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -29800000 | NC      | $-18952.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $3103.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BNP PARIBAS SA                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | HU        |   -272214199 | PA      | $-823447.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.15500 11/26/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $5093.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RED DORSAL FINANCE LIMITED                                             | RED DORSAL FINANCE LTD SR SECURED REGS 10/31 5.875           | CUSIP: ACI2M4PD3<br>LEI: 549300H17HKT8TQIAQ77 | Long             | DBT              | CORP              | KY        |      1331335 | PA      | $1322400.15   | 0.05%             | 2031-10-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 03/31 7                           | CUSIP: ACI1YTYS4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  31691700000 | PA      | $6757542.89   | 0.27%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.64000 03/19/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-319088.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1454.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $1268.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.82000 08/02/23-6Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-1341265.82  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $207082.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $102600.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251118                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-363.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 04/37 4.762                        | CUSIP: ACI0TJ8B0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9554000 | PA      | $2522767.45   | 0.10%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-2363525.14  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $148886.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1            | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        24160 | PA      | $22188.88     | 0.00%             | 2036-12-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 9.29000 05/26/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-513411.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                             | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON            | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  43460000000 | PA      | $3771187.93   | 0.15%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $20054.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP P 6.62000 09/20/22-10Y GLM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-287050.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $2108.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $88448.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.29900 06/10/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-4225.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CHF SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $119.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 01/26 0.00000                   | CUSIP: ACI276TM1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    130900000 | PA      | $23749327.74  | 0.95%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                   | NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1                | CUSIP: BK99HJII9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $39011.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251021                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-518747.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 04/34 4.9                        | CUSIP: ACI2FQHN9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    169390000 | PA      | $8418604.41   | 0.34%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251222                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-679686.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-69966.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 02/32 2.75                       | CUSIP: ACI23S543<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     15980000 | PA      | $2385451.98   | 0.09%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251023                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $31126.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $3721.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO GOLDMAN SACHS                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |    -24500316 | PA      | $-6765823.42  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAIJA0 PIMCO SWAPTION 7.04 PUT ZAR 20251223               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -122200000 | NC      | $-49742.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                     | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA             | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2178579 | PA      | $2016726.12   | 0.08%             | 2037-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260914                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $21177.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.76000 12/13/24-9Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $79667.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAIIA1 PIMCO SWAPTION 7.04 CALL ZAR 2025122               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -122200000 | NC      | $-41419.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.07500 03/19/25-2Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $275292.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                 | TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL                 | CUSIP: BA0008CR7<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | LON              | CORP              | TR        |      1600000 | PA      | $1886764.84   | 0.08%             | 2028-12-15      | Floating      | 5.01%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS TWD 2.00000 03/18/26-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TW        |            1 | NC      | $-199899.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $5676.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251001                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $11.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                       | INTEROCEANICA IV FINANCE SR SECURED 144A 11/25 0.00000       | CUSIP: 46062NAB3<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |         3805 | PA      | $3785.62      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-4637.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-819387.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.655 07/17/24-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1160496.50  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED SA RL                                       | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625           | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |      2583438 | PA      | $2539028.21   | 0.10%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CAD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $3323.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-66.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251114                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-13725.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.72000 04/07/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $97958.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $5276.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.81000 02/16/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $352144.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-110449.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-71269.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                                   | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1            | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       343977 | PA      | $330657.96    | 0.01%             | 2036-10-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CNY R 1.50000 03/18/26-5Y BPS                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |            1 | NC      | $-106770.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $3533.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $12641.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                     | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                     | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2399796 | PA      | $2405502.65   | 0.10%             | 2032-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.37000 01/02/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $544223.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $20576.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.25000 03/03/25-4Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-145930.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $110799.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 2.42000 08/02/21-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-678534.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.76500 01/09/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $167970.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260107                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $329998.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $382.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                     | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A           | CUSIP: 3623413V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       167614 | PA      | $135664.05    | 0.01%             | 2036-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-580809.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251226                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-4021.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-9.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-136133.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75             | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    285500000 | PA      | $4974405.53   | 0.20%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAIUA7 PIMCO SWAPTION 6.11 PUT HUF 20251223               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1040550000 | NC      | $-36351.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 11/16/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $57464.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.52000 03/20/23-3Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $64796.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 7             | CUSIP: ACI30G7Q9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2535547 | PA      | $34863.77     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-817925.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 15.0359 01/24/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $549552.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1550.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | SERBIA TREASURY BONDS BONDS 08/32 4.5                        | CUSIP: ACI1K5CK2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    345400000 | PA      | $3403347.33   | 0.14%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.79000 04/07/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $67555.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20260318                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-105434.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.85000 12/16/24-9Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $207703.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.235 04/10/24-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-589039.37   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.50000 03/19/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $47064.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                 | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |       154380 | PA      | $151223.18    | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $3884.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $16406.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.88000 07/10/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-72417.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $3165.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.90000 12/13/24-3Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $233549.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 04/40 7.5                         | CUSIP: BK71WRII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  88950000000 | PA      | $5678447.48   | 0.23%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.6 06/18/24-01/04/27 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $907066.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | SERBIA TREASURY BONDS BONDS 07/35 5.25                       | CUSIP: ACI2TGGG2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    884800000 | PA      | $8982984.51   | 0.36%             | 2035-07-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $36228.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.94 06/18/24-01/03/33 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-168271.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-RP1                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A         | CUSIP: 92922FYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       161189 | PA      | $150837.33    | 0.01%             | 2034-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20260318                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $148573.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260223                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-433075.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR TURKEY ENERJI AS VIA STEAS FUNDING 1 DAC                         | SOCAR TURK ENRG FUNDING COMPANY GUAR REGS 03/26 7.23         | CUSIP: ACI25FN49<br>LEI: 213800EHE74BZ15ING86 | Long             | DBT              | CORP              | IE        |      1400000 | PA      | $1398731.14   | 0.06%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                         | CUSIP: ACI2XBVJ5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    155500000 | PA      | $100570.80    | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.51000 11/25/24-4Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-199011.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TRS R SOFRRATE+65/IN0020250075 SCX                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-396179.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15                | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     18800000 | PA      | $5740144.30   | 0.23%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.01500 04/17/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $59555.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | HSBC BANK PLC REVERSE REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |  -8400595609 | PA      | $-25311627.06 | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.83243 03/13/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-947203.27   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 3.96150 05/06/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-144828.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 5.87500 05/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-177848.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.13500 01/02/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $323368.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260109                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $133809.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-22106.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.43 06/12/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $54021.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7                | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    436300000 | PA      | $23965425.94  | 0.95%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5196.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MYR R 3.00000 03/18/26-2Y GST                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |            1 | NC      | $-232669.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $518.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NGN SOLD USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $52077.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/33 9.25                   | CUSIP: ACI2DBPJ4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10429515 | PA      | $597636.24    | 0.02%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251001                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-494.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.53500 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-44101.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                       | DEUTSCHE BANK AG 07/34 8.01                                  | CUSIP: ACI2PXCZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1700000000 | PA      | $19626909.38  | 0.78%             | 2034-07-18      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260206                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3749.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $6693.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.69000 06/18/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-28233.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.56500 12/30/24-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-11574.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.16877 02/14/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1976098.73  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                | SOCAR TURKEY ENERJI AS EUR TERM LOAN                         | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |      8300000 | PA      | $9768982.05   | 0.39%             | 2026-08-11      | Floating      | 5.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $2538.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260708                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $290051.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $44153.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $625.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.75500 09/17/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $6079.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.25000 04/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $9815.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | REPUBLIC OF COTE D IVOIRE THE 2025 EUR 12 M SHRT SYNDCATD TL | CUSIP: BA000JHT4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |      2600000 | PA      | $3052531.72   | 0.12%             | 2026-03-18      | Floating      | 4.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.27000 06/16/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-9064.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                   | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                   | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1165854.57  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                   | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     24000000 | PA      | $7327843.78   | 0.29%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                             | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7         | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     15000000 | PA      | $4579427.14   | 0.18%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA 2024 DELAYED DRAW TERM LOAN                     | CUSIP: BA000PGK0<br>LEI: 254900IDGKCJICKBPA66 | Long             | LON              | CORP              | US        |     10000000 | PA      | $10025000.00  | 0.40%             | 2029-04-12      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1                  | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.16         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.80000 02/13/24-2Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-2940.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-9649.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 04/36 4.25                     | CUSIP: ACI1Z08B2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     82100000 | PA      | $14861172.83  | 0.59%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4660.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                         | ESKOM HOLDINGS SOC LTD SR SECURED 08/27 0.00000              | CUSIP: 529867II6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    143600000 | PA      | $6388254.37   | 0.25%             | 2027-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                               | WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A              | CUSIP: ACI0YB0R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |           68 | PA      | $29864.41     | 0.00%             | 2049-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.185 02/18/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $448340.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $35954.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3511.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 3.95200 07/29/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-57838.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-15658.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-42437.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                        | OI S A 2024 FIXED TERM LOAN 2                                | CUSIP: BA0006870<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |      5882043 | PA      | $58820.43     | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.01000 11/05/24-5Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-282858.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.25000 05/13/32-1Y (GLD) CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $13656.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAJBA6 PIMCO SWAPTION 3.89 PUT CZK 20251229               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -118650000 | NC      | $-40904.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.27000 04/28/25-7Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $65945.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.11000 10/02/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-547860.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1            | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        31357 | PA      | $27517.46     | 0.00%             | 2036-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP P 3.30000 06/21/19-10Y BSH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $194363.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $249316.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $272375.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $53454.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.43000 05/15/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $29418.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                   | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    288100000 | PA      | $50567751.54  | 2.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | REPUBLIC OF PHILIPPINES SR UNSECURED 01/36 6.25              | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    369000000 | PA      | $6297463.56   | 0.25%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | PHILIPPINE GOVERNMENT BONDS 02/29 6.25                       | CUSIP: BSHRBXII8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   6004360000 | PA      | $104778751.98 | 4.17%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.38603 07/31/23-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-56639.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.80838 12/13/23-01/02/26 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-2437871.64  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.70000 09/17/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $314.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZ53 PIMCO FXVAN PUT USD TRY 42.63500000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     -7530000 | NC      | $-16543.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $16560.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.66000 02/06/25-8Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $69273.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $5974.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD UGX BOUGHT USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-75185.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1441261 | PA      | $796296.70    | 0.03%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-12207.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.35 06/05/25-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-78476.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT HUF SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $-107621.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260630                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $198014.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $101689.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 12/20/23-30Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $206449.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-9Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-293257.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $76498.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1739.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                        | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13162 | PA      | $11819.80     | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260514                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-38253.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOM REP CB NOTES NOTES 144A 12/25 13                         | CUSIP: 25714PER5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |      3920000 | PA      | $63034.23     | 0.00%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-1747692.57  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT HUF SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $-128515.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4                 | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     36400000 | PA      | $10154636.02  | 0.40%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT GBP SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $157957.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 08/43 4.291                   | CUSIP: ACI2D28B0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     20870000 | PA      | $5283337.67   | 0.21%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-17857.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $304750.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251024                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $5956.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-31178.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 02/31 7.9             | CUSIP: P75744AP0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  16333000000 | PA      | $2248159.39   | 0.09%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251009                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-613.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.02 05/21/25-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $69580.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ROMANIA EM SP BPS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $8818.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                         | LUMINENT MORTGAGE TRUST LUM 2006 7 1A1                       | CUSIP: 55028BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7996 | PA      | $7725.30      | 0.00%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.27 06/23/25-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $6939.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                   | JYSKE REALKREDIT A/S COVERED 10/53 1.5                       | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.16         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/41 6.5              | CUSIP: 989RJQII1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       500000 | PA      | $20977.13     | 0.00%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT UYU SOLD USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $6396.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-79233.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.84 02/02/24-01/04/27 CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1630578.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1907.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260708                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-55400.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6            | CUSIP: ACI2XSL83<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     82500000 | PA      | $25131010.50  | 1.00%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.14000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-93345.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.79158 09/29/23-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1514470.22  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260121                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-113603.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | FORESEA HLDG S A COMMON STOCK                                | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         1063 | NS      | $23031.67     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS CLP P 3.01500 06/20/19-7Y GLM                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $94985.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.17500 03/24/22-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-537142.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                               | TRANSNET SOC LTD 2015 ZAR TERM LOAN                          | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |     44428571 | PA      | $2542203.89   | 0.10%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.6021 06/05/23-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-750088.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $25302.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                            | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                     | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     22129900 | PA      | $215523099.97 | 8.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-41325.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.1325 06/03/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $793602.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PYG BOUGHT USD 20251219                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-6190.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CAD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $140667.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                            | FINANCE MINISTRY ANGOLA TERM LOAN                            | CUSIP: BA000FS86<br>LEI: 549300QHR2R3J8JSGK83 | Long             | LON              | NUSS              | US        |      1950000 | PA      | $1953985.57   | 0.08%             | 2025-12-11      | Floating      | 13.25%                | No            |                  3 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.82000 02/20/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-324283.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.31000 03/21/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-714822.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 11/34 4.119                   | CUSIP: ACI1CB9D8<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     27970000 | PA      | $6974910.24   | 0.28%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 02/26 0.00000                         | CUSIP: ACI2Z9PN6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   3918000000 | PA      | $2458623.13   | 0.10%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD. 12/25 0                            | CUSIP: ACI30CNL1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       422623 | PA      | $12678.69     | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $8679.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.14500 04/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-250811.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 12/25 0.00000                                  | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4246000 | PA      | $4213801.78   | 0.17%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $26682.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251110                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-22072.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $12910.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEXICAN UDIBONOS BONDS 08/34 4                               | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      7820441 | PA      | $409053.45    | 0.02%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20260930                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-16334.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.80990 03/27/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-246260.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.87000 10/17/23-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-22768.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 03/53 4.457                        | CUSIP: ACI2F1WK3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     61910000 | PA      | $15906404.12  | 0.63%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.07589 06/30/23-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-3258588.00  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-3301.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS IDR R 5.39/US SOFR SCX                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-2454.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.75000 04/07/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $168361.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.70500 07/28/23-8Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $164438.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.77500 06/18/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-186983.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-13938.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251126                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-83337.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2007-2AX                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 2AX 2A3              | CUSIP: 61751TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2949888 | PA      | $1007085.14   | 0.04%             | 2036-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $1452.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $641.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     51600000 | NC      | $52219.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251014                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $5641.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                        | OI S A 2024 FIXED TERM LOAN 1                                | CUSIP: BA0006862<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |       511482 | PA      | $5114.82      | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251211                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-60690.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-2153.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-58949.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MYR R 3.00000 03/18/26-5Y BPS                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |            1 | NC      | $-29869.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5               | CUSIP: 929FKUII9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    340800000 | PA      | $18878498.16  | 0.75%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251128                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $14043.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                   | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                   | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.96000 04/25/22-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-691536.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.56550 07/30/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $86873.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.795 01/25/24-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1271677.27  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP P 5.61/IBR 02/11/19 BPS                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $65134.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-98602.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.94000 10/20/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-76528.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $6642.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.65500 03/19/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-242817.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.087 12/03/24-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-123154.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                                  | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       919000 | PA      | $914719.32    | 0.04%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 12/25 0.00000                                  | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       336000 | PA      | $333527.26    | 0.01%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 07/30 6.85                     | CUSIP: ACI2S6PD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     43100000 | PA      | $9759342.94   | 0.39%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.19000 03/12/25-7Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $181256.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO110626                                   | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  14589321000 | PA      | $8655950.75   | 0.34%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25          | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       197160 | PA      | $30298.13     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NGN SOLD USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $102997.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251121                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $22589.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-346417.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-6                                  | TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A5B                | CUSIP: 87222PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1245054 | PA      | $264194.58    | 0.01%             | 2037-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.26500 04/28/25-7Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $1794.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                          | THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98             | CUSIP: ACI2S0HH5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     97465000 | PA      | $3490707.19   | 0.14%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/20/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-288809.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251128                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-114.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                     | CUSIP: ACI1HV6Q3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9700000 | PA      | $1880990.21   | 0.07%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIV1 PIMCO FXVAN CALL USD HKD 7.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     29800000 | NC      | $29949.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.36500 04/09/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $85917.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-7639.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 05/38 7.5                         | CUSIP: ACI0WR943<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  91004000000 | PA      | $5819745.55   | 0.23%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC BONDS 06/32 1.75                              | CUSIP: ACI1X98N9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    100500000 | PA      | $4144402.35   | 0.16%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $6406.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $24447.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.31000 09/02/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $125067.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 01/26 0.00000                                  | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2389000 | PA      | $2359087.07   | 0.09%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1450808 | PA      | $-1452887.12  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-1469.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260521                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $4288.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PHP SOLD USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-2802.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 03/28 8.5                      | CUSIP: ACI2STC46<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1163600000 | PA      | $64502331.50  | 2.57%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/31 8.95                   | CUSIP: ACI2DBP54<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5527648 | PA      | $333361.40    | 0.01%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.995 02/28/25-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $248736.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $2479.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.044 01/04/24-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1179474.44  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4AA0 PIMCO SWAPTION 6.19 CALL HUF 2025111               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -2883080000 | NC      | $-35208.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 11/34 2.04                       | CUSIP: BS1HX9II6<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     49090000 | PA      | $7017742.05   | 0.28%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-24899.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 08/40 7.125                       | CUSIP: BR2NQKII7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 178017000000 | PA      | $11042620.76  | 0.44%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR41                                | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3             | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       509839 | PA      | $488573.08    | 0.02%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-630.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.513 08/06/24-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $592824.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95                | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30480000 | PA      | $9723348.68   | 0.39%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260318                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-4423.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251229                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1199.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $112668.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-23555.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS CAPITAL                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -34074184 | PA      | $-9409670.85  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1            | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        29538 | PA      | $27262.53     | 0.00%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $2635.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAJAA7 PIMCO SWAPTION 3.89 CALL CZK 2025122               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -118650000 | NC      | $-23009.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RSD SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7800.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | NOTA DO TESOURO NACIONAL NOTES 01/27 10                      | CUSIP: ACI0K3LV5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     84700000 | PA      | $15634951.92  | 0.62%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 02/29 5                        | CUSIP: ACI1547G7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10300000 | PA      | $2217470.10   | 0.09%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20260227                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-574355.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-98227.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.05000 07/19/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $54835.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1570.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 09/32 2.6                        | CUSIP: ACI281ZN2<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14730000 | PA      | $2182425.04   | 0.09%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA GOVERNMENT BONDS 11/33 4.642                        | CUSIP: ACI12K9Z0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     18450000 | PA      | $4757828.04   | 0.19%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 10YR NOTE (CBT)DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          156 | NC      | $76694.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260311                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-4901.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260320                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $20723.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $9950.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7078.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $311437.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-2702802.10  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.55400 06/11/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $334261.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.68000 12/12/24-4Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $37368.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.56000 11/06/23-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-542191.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.13000 06/03/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-100433.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.5242 02/04/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-659727.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.52000 08/13/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $175109.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20260821                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $85274.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-56931.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.15000 12/24/24-3Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $56694.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-90553.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-43862.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                  | STANDARD CHARTERED BANK SR UNSECURED 144A 11/25 0.0000       | CUSIP: ACI2S0FQ7<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    382500000 | PA      | $1236562.63   | 0.05%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-3040.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.73000 03/12/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $237063.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 07/35 6.75                        | CUSIP: 955MBXII5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 143917000000 | PA      | $8870305.08   | 0.35%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $1055.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-5475.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.82000 04/09/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $224792.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.76768 11/03/23-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $346452.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.57000 05/27/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $92754.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $463510.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO PARIBAS ZCP                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |   -206931092 | PA      | $-57024944.80 | -2.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.02000 03/21/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $190089.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.5225 07/10/24-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-793242.12   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-139667.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP R 3.83000 05/22/19-10Y GLM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-232042.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.29500 01/09/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $490673.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-7179.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $409362.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS USD R PHP 4.575/US SOFR GLM                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |            1 | NC      | $-161400.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $3737.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                                 | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A        | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         8949 | PA      | $5967.73      | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.98000 07/17/24-6Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $631882.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $612.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.26000 12/26/24-3Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $101611.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1            | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2291 | PA      | $2235.92      | 0.00%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251031                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $801.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9                | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    547700000 | PA      | $29041737.00  | 1.16%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       938000 | PA      | $936417.52    | 0.04%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY GOVERNMENT BOND BONDS 10/35 7                        | CUSIP: ACI2JQNJ7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    273200000 | PA      | $833548.12    | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $35184.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-19174.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-247.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                          | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                   | CUSIP: ACI0NHH46<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     23000000 | PA      | $807518.72    | 0.03%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $2122.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 03/38 4.662                   | CUSIP: ACI290258<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12800000 | PA      | $3363550.97   | 0.13%             | 2038-03-31      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOEING CO/THE SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $44153.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAAXA1 PIMCO SWAPTION 4.135 CALL ILS 202512               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -13800000 | NC      | $-71704.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.28500 03/19/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $52350.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNY BOUGHT USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $5804.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251114                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $218628.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR              | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1522825 | PA      | $1141357.34   | 0.05%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                                  | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       119000 | PA      | $118521.92    | 0.00%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-77.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.56000 09/02/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $63611.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260625                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-6680.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $269344.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-2645.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                      | VEON AMSTERDAM TERM LOAN                                     | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |      3400000 | PA      | $3397582.53   | 0.14%             | 2027-03-25      | Floating      | 8.21%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.37000 08/26/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $341782.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RG27 PIMCO FXVAN PUT USD JPY 140.00000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -46677221 | NC      | $-74170.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       308000 | PA      | $307308.88    | 0.01%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-5728.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 06/38 7.125                       | CUSIP: ACI28Q5P5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  86770000000 | PA      | $5389795.69   | 0.21%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.30000 06/18/25-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1189.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND UNSECURED 09/50 3.81                   | CUSIP: ACI1RLL61<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48180000 | PA      | $8785544.03   | 0.35%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.54500 03/05/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $189102.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $98932.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.14625 10/30/23-9Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-1466798.75  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251124                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-57442.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-33153.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 04/31 7.35                     | CUSIP: ACI2DF128<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     49400000 | PA      | $11407939.70  | 0.45%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251204                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $702.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $2482.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.81000 01/02/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-11898.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 0.00000       | CUSIP: BVPGQSII1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1126910 | PA      | $26764.11     | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.54000 08/09/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $196180.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                  | STANDARD CHARTERED BANK STANDARD CHARTERED BANK              | CUSIP: ACI2SHL67<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    425600000 | PA      | $1369906.97   | 0.05%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/5.95000 08/23/21-10Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $191905.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $9.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                              | CORPTB9D9                                                    | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2198121.24   | 0.09%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.36000 04/26/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $99676.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $8120.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU BONDS REGS 08/33 7.3                        | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11700000 | PA      | $3699701.04   | 0.15%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.03000 02/23/24-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-29889.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.55000 01/24/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-25667.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $455.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 5.44000 01/15/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $1317.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                               | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1               | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |      3100000 | PA      | $3622571.24   | 0.14%             | 2027-08-23      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO HSBC BANK PLC                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -22459841 | PA      | $-6202108.87  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $11237.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-2821.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-32607.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $6902.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.74000 03/19/25-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-132119.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260107                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-161551.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-16IP                                | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1             | CUSIP: 45660LUD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        82936 | PA      | $63488.33     | 0.00%             | 2045-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-37408.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-5695.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.07500 04/11/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-58444.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                               | TRANSNET/SOUTH AFRICA GOVT GUARANT REGS 03/29 10             | CUSIP: 565692II3<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    103000000 | PA      | $5829908.49   | 0.23%             | 2029-03-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260701                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $102215.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $242.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RI25 PIMCO FXVAN CALL USD HKD 7.80000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     13700000 | NC      | $13864.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.91000 08/22/23-4Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-24297.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 10/33 6                         | CUSIP: ACI2CJZC2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     67500000 | PA      | $19464528.91  | 0.77%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-17647.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.69000 12/26/24-7Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-84366.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 1.76000 01/21/20-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-969736.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260305                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-116205.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.82000 10/15/24-5Y* CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-233741.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.82500 04/09/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $215316.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.36000 05/18/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-30943.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-40140.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                          | THAILAND GOVERNMENT BOND BONDS 06/36 3.4                     | CUSIP: ACI0J29T8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     96040000 | PA      | $3517346.14   | 0.14%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $42828.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.65000 02/06/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $81026.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2007-3                                | THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1                | CUSIP: 88522XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127730 | PA      | $111904.72    | 0.00%             | 2047-06-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.15750 03/22/24-3Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $1684104.63   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $38146.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 11/32 4.5                        | CUSIP: ACI2JCSG9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   1221070000 | PA      | $59535304.11  | 2.37%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.88 04/16/24-01/04/27 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $2089475.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-121.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.45000 06/06/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-10586.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer