# EDGAR Filing Document

**Accession Number:** 0000885709
**File Stem:** 0000940400-26-012030
**Filing Date:** 2026-3
**Character Count:** 60931
**Document Hash:** c5c584358717dc9b9d77379ab0fca6e0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012030.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0000940400-26-012030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **CENTRAL INDEX KEY:** 0000885709

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06625
- **FILM NUMBER:** 26812307

**BUSINESS ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 2136251900

**MAIL ADDRESS:**
- **STREET 1:** 333 S GRAND AVE
- **STREET 2:** 40TH FL
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDENFUNDS
- **DATE OF NAME CHANGE:** 20010423

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PAYDEN & RYGEL INVESTMENT GROUP
- **DATE OF NAME CHANGE:** 19940104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** P&R INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Payden Emerging Markets Local Bond Fund (Series ID: S000033934)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000104641 | Payden Emerging Markets Local Bond Fund (Investor Class) | PYELX           |
| C000236138 | Payden Emerging Markets Local Bond Fund (SI Class)       | PYILX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PAYDEN & RYGEL INVESTMENT GROUP

- **b. Investment Company Act file number:** 811-06625

- **c. CIK number of Registrant:** 0000885709

- **d. LEI of Registrant:** 549300QJNYRKYZS3P282

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

  - **Street Address 1:** 333 South Grand Avenue

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-625-1900

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

- **a. Name of Series:** Payden Emerging Markets Local Bond Fund

- **b. EDGAR series identifier (if any):** S000033934

- **c. LEI of Series:** 549300ZRY78UEWJB7K76

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $106426357.70

**Total Liabilities:** $2362094.37

**Net Assets:** $104064263.33

**Cash Not Reported:** $1655414.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 19.00000000 | **5-Year:** 1067.00000000 | **10-Year:** 5707.00000000 | **30-Year:** 1917.00000000

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

- **3-Month:** 36.00000000 | **1-Year:** 44.00000000 | **5-Year:** 3210.00000000 | **10-Year:** 1891.00000000 | **30-Year:** 1204.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104641 | 1.57%                | 1.30%                | 1.89%                |
| Class ID C000236138 | 1.62%                | 1.35%                | 1.84%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $53632.64                | $925140.48                                 |
| Month 2  | $128602.24               | $362360.18                                 |
| Month 3  | $491834.14               | $986018.41                                 |

**Designated Index Information**

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

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC SECURITIES (USA) INC.             | USD/HUF FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $62127.97     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | MXN/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17900.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    21500000 | PA      | $763194.99    | 0.73%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                | JPMorgan Chase Bank NA                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |  6394000000 | PA      | $444574.42    | 0.43%             | 2031-07-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                 | Corp Andina de Fomento                              | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    87000000 | PA      | $956538.93    | 0.92%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                | Inter-American Development Bank                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   140000000 | PA      | $1504777.35   | 1.45%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                  | Bonos de la Tesoreria de la Republica en pesos      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1245000000 | PA      | $1466886.63   | 1.41%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                | America Movil SAB de CV                             | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     4730000 | PA      | $277844.26    | 0.27%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    19200000 | PA      | $3432497.14   | 3.30%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                  | Argentine Republic Government International Bond    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      339500 | PA      | $263452.00    | 0.25%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                | Philippine Government International Bond            | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    17000000 | PA      | $286815.80    | 0.28%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    27080000 | PA      | $889454.60    | 0.85%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | USD/EUR FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14097.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA               | Export-Import Bank of Korea                         | CUSIP: 000000000<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     5000000 | PA      | $285706.11    | 0.27%             | 2026-07-30      | Fixed         | 7.93%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9500000 | PA      | $1428832.27   | 1.37%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                       | Peruvian Government International Bond              | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3885000 | PA      | $1216750.81   | 1.17%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074ZA6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |  1772000000 | PA      | $1217624.98   | 1.17%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER               | Banco de Credito del Peru S.A.                      | CUSIP: 05971U2F3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1810000 | PA      | $572124.58    | 0.55%             | 2029-01-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                   | Paraguay Government International Bond              | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  3451000000 | PA      | $510563.23    | 0.49%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                     | Morocco Government International Bond               | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      235000 | PA      | $283606.65    | 0.27%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    63220000 | PA      | $4011839.19   | 3.86%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 14527000000 | PA      | $879733.83    | 0.85%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Payden Cash Reserves Money Market Fund | Payden Cash Reserves Money Market Fund              | CUSIP: 704329598<br>LEI: 549300SI0EB26HO5RT16 | Long             | STIV             | RF                | US        |      903147 | NS      | $903147.41    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | PEN/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6831.79     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED               | Credicorp Capital Sociedad Titulizadora SA          | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1770000 | PA      | $567299.29    | 0.55%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK               | African Development Bank                            | CUSIP: 000000000<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     7000000 | PA      | $81580.83     | 0.08%             | 2046-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    14450000 | PA      | $2222461.37   | 2.14%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    18900000 | PA      | $3213362.72   | 3.09%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9640000 | PA      | $2697001.34   | 2.59%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LUZ DEL SUR S.A.A.                     | Luz del Sur SAA                                     | CUSIP: 550688AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     1700000 | PA      | $508925.39    | 0.49%             | 2032-10-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                | Standard Chartered Bank                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  8600000000 | PA      | $525939.83    | 0.51%             | 2031-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     9690000 | PA      | $316584.65    | 0.30%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    19890000 | PA      | $1003818.96   | 0.96%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6000000 | PA      | $1111237.55   | 1.07%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | COP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34369.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 10100000000 | PA      | $682118.56    | 0.66%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                     | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2285000 | PA      | $679257.75    | 0.65%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074TE5<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    34976000 | PA      | $732434.70    | 0.70%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    21010000 | PA      | $962366.18    | 0.92%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                | Inter-American Development Bank                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    93000000 | PA      | $994633.67    | 0.96%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                  | Bonos de la Tesoreria de la Republica en pesos      | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   355000000 | PA      | $423764.73    | 0.41%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    23000000 | PA      | $1440.15      | 0.00%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL               | Brazil Notas do Tesouro Nacional Serie B            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6660439 | PA      | $1117938.83   | 1.07%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2080000 | PA      | $351002.69    | 0.34%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ALICORP SAA                            | Alicorp SAA                                         | CUSIP: 016234AE6<br>LEI: 549300Z1XH47TTIIJS11 | Long             | DBT              | CORP              | PE        |     2011000 | PA      | $604996.72    | 0.58%             | 2032-06-16      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | MXN/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-72716.45    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    18820000 | PA      | $576528.58    | 0.55%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    10300000 | PA      | $1568471.28   | 1.51%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10766000 | PA      | $3017959.97   | 2.90%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                  | Sri Lanka Government International Bond             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      317000 | PA      | $260300.03    | 0.25%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     8860000 | PA      | $369809.02    | 0.36%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     9420000 | PA      | $2627735.41   | 2.53%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 34666000000 | PA      | $2140266.65   | 2.06%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO LATINOAMERICANO SA               | Banco Latinoamericano de Comercio Exterior SA       | CUSIP: 05968CAD4<br>LEI: 549300CN3134K4LC0651 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $205718.00    | 0.20%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN               | Empresas Publicas de Medellin ESP                   | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |  1436000000 | PA      | $354909.95    | 0.34%             | 2027-11-08      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                     | Dominican Republic International Bond               | CUSIP: 25714PES3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11950000 | PA      | $232164.89    | 0.22%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC               | EUR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $717.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                 | Republic of Poland Government Bond                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6305000 | PA      | $1779752.53   | 1.71%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | USD/ZAR FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-51003.88    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | BRL/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14822.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC            | USD/EUR FORWARD                                     | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9354.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC               | MYR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $112149.83    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC               | IDR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16349.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | USD/CNH FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11741.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                           | USD/TRY FORWARD                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4373.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | USD/CHF FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11792.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC               | USD/KZT FORWARD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8623.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | USD/ZAR FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $14575.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | COP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-174627.97   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | USD/HUF FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12496.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC               | COP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26406.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                           | USD/THB FORWARD                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32856.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | IDR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $17240.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | USD/EUR FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $19292.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | ZAR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54312.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | USD/EUR FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11618.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                           | RON/USD FORWARD                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3268.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | USD/CLP FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4197.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | BRL/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $29056.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | PEN/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-13570.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon            | CNY/USD FORWARD                                     | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC               | EUR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15551.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | USD/BRL FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50065.42    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | CNH/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18190.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | ZAR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-24520.29    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | KZT/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $23773.33     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | CZK/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $32719.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | USD/INR FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53149.29    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED              | IRS CNY                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-5488.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED              | IRS CNY                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $6483.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED              | IRS CNY                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-11754.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED              | IRS INR                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-43506.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED              | IRS CNY                                             | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $2617.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                | America Movil SAB de CV                             | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     8110000 | PA      | $483796.44    | 0.46%             | 2029-01-22      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18435000 | PA      | $1127694.94   | 1.08%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | PHP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11368.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8155000 | PA      | $2020770.33   | 1.94%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13829000000 | PA      | $833777.06    | 0.80%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                         | Czech Republic Government Bond                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    11700000 | PA      | $595326.30    | 0.57%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4130000 | PA      | $845682.26    | 0.81%             | 2031-09-24      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                | Hungary Government Bond                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   397520000 | PA      | $1275010.65   | 1.23%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8410000 | PA      | $521301.09    | 0.50%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    43985000 | PA      | $1530307.47   | 1.47%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY               | Uruguay Government International Bond               | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     6770000 | PA      | $182534.35    | 0.18%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                     | Ukraine Government International Bond               | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      329700 | PA      | $263238.14    | 0.25%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK               | European Investment Bank                            | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    76000000 | PA      | $832976.09    | 0.80%             | 2033-10-23      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | EUR/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16033.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29879000 | PA      | $1511622.85   | 1.45%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074YH2<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    35500000 | PA      | $743407.81    | 0.71%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  9126000000 | PA      | $574421.49    | 0.55%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                      | Ghana Government International Bond                 | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      284000 | PA      | $260006.49    | 0.25%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                | European Bank for Reconstruction & Development      | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   109800000 | PA      | $1129124.17   | 1.09%             | 2036-10-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2530000 | PA      | $517728.90    | 0.50%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                | Turkiye Government Bond                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    53725000 | PA      | $970281.84    | 0.93%             | 2028-07-19      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                    | Malaysia Government Bond                            | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3200000 | PA      | $903303.44    | 0.87%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                    | Ecuador Government International Bond               | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      260000 | PA      | $263250.00    | 0.25%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    64930000 | PA      | $3246252.93   | 3.12%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | PHP/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-19813.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA               | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    27565000 | PA      | $1721867.24   | 1.65%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3733000000 | PA      | $228516.98    | 0.22%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                | Inter-American Development Bank                     | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    47000000 | PA      | $515621.51    | 0.50%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                | European Bank for Reconstruction & Development      | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   122000000 | PA      | $1305716.65   | 1.25%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13884000000 | PA      | $849087.04    | 0.82%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074YW9<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   275000000 | PA      | $197495.51    | 0.19%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074YL3<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   650000000 | PA      | $466807.57    | 0.45%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                | America Movil SAB de CV                             | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     8850000 | PA      | $537968.11    | 0.52%             | 2034-01-30      | Fixed         | 10.30%                | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074TR6<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    20400000 | PA      | $427197.73    | 0.41%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                  | China Government Bond                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4790000 | PA      | $736206.83    | 0.71%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.             | BRL/USD FORWARD                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-43345.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                    | Ecuador Government International Bond               | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      260000 | PA      | $266500.00    | 0.26%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                     | Grupo Televisa SAB                                  | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     7270000 | PA      | $261538.62    | 0.25%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4220000 | PA      | $979346.34    | 0.94%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                 | Corp Andina de Fomento                              | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     7500000 | PA      | $395063.23    | 0.38%             | 2031-02-22      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    38490000 | PA      | $2081258.54   | 2.00%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                            | Ivory Coast Government International Bond           | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      475000 | PA      | $509401.60    | 0.49%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  8491000000 | PA      | $585314.96    | 0.56%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                | Turkiye Government Bond                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    22205000 | PA      | $504250.71    | 0.48%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                | International Bank for Reconstruction & Development | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    31500000 | PA      | $342964.92    | 0.33%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                     | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      530000 | PA      | $180645.83    | 0.17%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.           | PLN/USD FORWARD                                     | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $50844.15     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 15857600000 | PA      | $4085229.41   | 3.93%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                   | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3202100000 | PA      | $684259.35    | 0.66%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                | Romania Government Bond                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2235000 | PA      | $430691.29    | 0.41%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    24700000 | PA      | $1356021.24   | 1.30%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND               | Thailand Government Bond                            | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    47485000 | PA      | $1398660.01   | 1.34%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                     | Peru Government Bond                                | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9860000 | PA      | $3154044.66   | 3.03%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                | Mexican Bonos                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    18060000 | PA      | $1007861.84   | 0.97%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                 | Corp Andina de Fomento                              | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |  2000000000 | PA      | $472689.21    | 0.45%             | 2028-05-24      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS               | Citigroup Global Markets Holdings Inc/United States | CUSIP: 173074TB1<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $586349.83    | 0.56%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                   | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  8511000000 | PA      | $571481.83    | 0.55%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** PAYDEN & RYGEL INVESTMENT GROUP

**Signature:** Sandi Brents

**Name of Signer:** Sandi Brents

**Title:** Compliance Officer