# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007252
**Filing Date:** 2026-5
**Character Count:** 606007
**Document Hash:** dc11fc3bf84e82181024cd6c4229d5d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007252.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007252

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**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:** 261043444

**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 Currency and Short-Term Investments Fund (Series ID: S000009713)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000026668 | Institutional | PLMIX           |
| C000026669 | A             | PLMAX           |
| C000064159 | I-2           | PLMPX           |

## 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 Currency and Short-Term Investments Fund

- **b. EDGAR series identifier (if any):** S000009713

- **c. LEI of Series:** Y52315K7L96R2YWLTM72

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $752019364.92

**Total Liabilities:** $127390113.80

**Net Assets:** $624629251.12

**Delayed Delivery Securities:** $2796783.61

**Cash Not Reported:** $10841637.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -29899.078500 | **1-Year:** 11751.732800 | **5-Year:** -905.618600 | **10-Year:** 10828.775800 | **30-Year:** 984.295200

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

- **3-Month:** 11838.915900 | **1-Year:** 7073.303400 | **5-Year:** 16143.154400 | **10-Year:** 5822.053200 | **30-Year:** 35.823600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026669 | 2.18%                | 1.84%                | -3.48%               |
| Class ID C000064159 | 2.21%                | 1.87%                | -3.46%               |
| Class ID C000026668 | 2.21%                | 1.87%                | -3.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1546398.94              | $12714538.24                               |
| Month 2  | $4956199.71              | $1060322.09                                |
| Month 3  | $5799454.28              | $-27714298.17                              |

**Designated Index Information**

- **Index Name:** JP Morgan ELMI+ Composite Unhedged Index

- **Index Identifier:** JPPUELM

### 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                                                                          | IRS CZK 3.77250 04/10/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $46788.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.87161 11/03/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $199150.49    | 0.03%             |  |  |  | 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      | $8088.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                                    | CORPTB9D9                                                 | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |      800000 | PA      | $780328.13    | 0.12%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $20781.64     | 0.00%             |  |  |  | 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      | $86912.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/38 8.5          | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 48556000000 | PA      | $7360450.44   | 1.18%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  07/10 | CUSIP: ACI30Y657<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4100000 | PA      | $234285.63    | 0.04%             | 2026-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO9A7 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    21000000 | NC      | $120.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-13084.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.47000 06/21/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-9831.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1365.24      | 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      | $-180403.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-21798.03    | -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      | $10515.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-37794.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX SNR LA SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1406.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.59000 01/09/26-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $16698.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBZ1A0 PIMCO SWAPTION 6.51 CALL ZAR 2026052            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -9400000 | NC      | $-97.16       | -0.00%            |  |  |  | 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        |     9850000 | PA      | $175951.85    | 0.03%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.65500 11/07/25-9Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-60229.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SBF1 PIMCO FXVAN CALL USD TRY 49.55000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -6559300 | NC      | $-8796.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                  | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   146100000 | PA      | $2631755.86   | 0.42%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                      | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                 | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      400000 | PA      | $459163.81    | 0.07%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-21536.59    | -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      | $42531.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $198416.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260720                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $13398.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2645.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $79308.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260616                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $51401.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-13471.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $12976.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVPA3 PIMCO SWAPTION 4.135 PUT PLN 2026051            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-17283.47    | -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      | $397849.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $10081.91     | 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      | $5481.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2780.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.34800 03/05/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $13378.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.21500 03/18/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-16289.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-5244.05     | -0.00%            |  |  |  | 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        |       23598 | PA      | $2029.43      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.8669 12/05/25-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-226817.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $79038.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261210                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2588.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-267.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET/SOUTH AFRICA GOVT GUARANT REGS 04/28 13.5        | CUSIP: 546493II0<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      400000 | PA      | $25861.73     | 0.00%             | 2028-04-18      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $183066.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-8396.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3570.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 10/35 5                      | CUSIP: BV5DRXII8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9650000 | PA      | $2438755.32   | 0.39%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.25500 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $888.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/26 4.75       | CUSIP: ACI120PP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $1038912.85   | 0.17%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $82964.91     | 0.01%             |  |  |  | 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      | $19641.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.34 03/09/26-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $18009.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.44500 12/22/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $6716.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1                            | SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A          | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230989 | PA      | $47942.68     | 0.01%             | 2036-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-22126.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.30250 11/26/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-13202.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.73500 11/10/23-6Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-25247.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.70000 12/30/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-13663.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $5929.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS GOVT GUARANT 09/33 7.5                     | CUSIP: 99YQVZII9<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    90000000 | PA      | $4722036.79   | 0.76%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.50000 10/17/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $89771.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | SRI LANKA GOVT BOND UNSECURED 07/30 9.75                  | CUSIP: ACI2Z57H7<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |  1971000000 | PA      | $6188791.16   | 0.99%             | 2030-07-01      | Fixed         | 9.75%                 | 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      | $32099.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260804                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $128049.86    | 0.02%             |  |  |  | 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      | $-15618.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-696864.84   | -0.11%            |  |  |  | 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      | $-50254.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-80279.48    | -0.01%            |  |  |  | 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        |    11007479 | NC      | $786660.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-78.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.12500 05/20/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $19055.02     | 0.00%             |  |  |  | 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      | $-159534.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000    | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      277170 | PA      | $332.60       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-13122.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4669000 | PA      | $4627078.23   | 0.74%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.70000 07/28/23-7Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-69881.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $594924.79    | 0.10%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $9437.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $81837.75     | 0.01%             |  |  |  | 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      | $-30059.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SJ14 PIMCO FXVAN PUT GBP USD 1.30000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      875211 | NC      | $281450.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.10000 09/20/23-7Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-67840.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                    | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2600000 | PA      | $144605.87    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $99138.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-54608.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-101984.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 05/07/26-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $13947.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $90469.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.68100 03/11/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $69915.40     | 0.01%             |  |  |  | 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      | $-4185.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.19000 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $968.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-4813.35     | -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      | $24136.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-12150.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKJA4 PIMCO SWAPTION 7.6 CALL MXN 20260408            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -12600000 | NC      | $-0.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-99889.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375    | CUSIP: P7807HAC9<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      200000 | PA      | $66960.00     | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 10/26 0.00000                | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   373700000 | PA      | $67587589.71  | 10.82%            | 2026-10-01      | None          | 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      | $-42584.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-90100.12    | -0.01%            |  |  |  | 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      | $-13591.83    | -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      | $53645.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.50500 03/16/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $324.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-35350.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   190000000 | PA      | $4260586.63   | 0.68%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-OA4                                              | COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2                   | CUSIP: 126694F29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369396 | PA      | $102998.39    | 0.02%             | 2046-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20270121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $66781.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-8965.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 02/33 13.25                    | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3451400000 | PA      | $925362.09    | 0.15%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-17747.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.37000 01/27/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-24103.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 144A REGS 10/34 5.8           | CUSIP: ACI2KT0J4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    25000000 | PA      | $27427.77     | 0.00%             | 2034-10-01      | Fixed         | 5.80%                 | 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        |      900000 | PA      | $264080.00    | 0.04%             | 2035-08-12      | Fixed         | 6.85%                 | 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      | $-1996.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.70000 03/23/31-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $82.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA SR UNSECURED 04/29 2.25              | CUSIP: ACI1N5XG5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3566383040 | PA      | $842927.08    | 0.13%             | 2029-04-18      | Fixed         | 2.25%                 | 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      | $2193.35      | 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      | $285569.43    | 0.05%             |  |  |  | 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      | $959.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.48500 12/02/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-5833.56     | -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      | $28406.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-977.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 04/33 2.25                  | CUSIP: ACI1SGR08<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   118100000 | PA      | $260905.89    | 0.04%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXKA4 PIMCO SWAPTION 3.93 PUT CZK 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -6200000 | NC      | $-14625.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.94000 05/20/24-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $193.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3278.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.335 11/27/24-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $45322.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-61                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1          | CUSIP: 12668AVP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28313 | PA      | $27084.74     | 0.00%             | 2035-12-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.45000 02/24/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $12111.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CHF BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $88.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SGV1 PIMCO FXVAN CALL EUR GBP 0.88500000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     8218500 | NC      | $23966.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-48605.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-11193.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-9724.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.35 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-4808.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260603                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $7373.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.04900 12/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-334.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.81500 12/08/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $18307.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $103844.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1230.77     | -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      | $-343874.86   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15223.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/6.88000 10/27/25-2Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-79426.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.19500 11/01/23-3Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $98085.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-80972.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-41790.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-738754.20   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                  | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20500000 | PA      | $1132359.61   | 0.18%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-11390.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZMW BOUGHT USD 20260709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-37353.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-89.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-6594.12     | -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        |           2 | PA      | $0.18         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4891.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $37719.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $9064.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-11179.52    | -0.00%            |  |  |  | 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        |     1900000 | PA      | $80342.39     | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.87340 12/17/24-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-21916.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-147814.70   | -0.02%            |  |  |  | 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      | $-15162.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-15639.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-185762.53   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2964.88      | 0.00%             |  |  |  | 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      | $-213379.08   | -0.03%            |  |  |  | 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        |         132 | PA      | $1362840.55   | 0.22%             | 2049-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001              | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1250000 | PA      | $1488966.25   | 0.24%             | 2036-01-16      | Fixed         | 6.00%                 | 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      | $-21627.49    | -0.00%            |  |  |  | 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      | $-864874.22   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBI3A6 PIMCO SWAPTION 3.44 CALL CZK 2026040            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -68600000 | NC      | $-0.32        | -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      | $-20355.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4660.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-937861.18   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $6547.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.67600 01/09/26-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $1663.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBP6A7 PIMCO SWAPTION 7.92 PUT MXN 20260422            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -25300000 | NC      | $-15531.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-103011.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 01/30 5                      | CUSIP: ACI2RYZ90<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    11800000 | PA      | $3171905.61   | 0.51%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-47431.67    | -0.01%            |  |  |  | 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        |     4600000 | NC      | $6614.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $5719.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.12 03/11/26-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $13119.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPXA7 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -28800000 | NC      | $-19.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE-WMC MORTGAGE SECURITIES LLC 2006-1                                        | GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A           | CUSIP: 36829JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20825 | PA      | $8769.79      | 0.00%             | 2036-08-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.43900 11/24/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $36353.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 03/18/26-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $10862.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1709.30      | 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      | $-33060.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2021.77     | -0.00%            |  |  |  | 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      | $-10040.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-228863.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  3621020000 | PA      | $2497306.15   | 0.40%             | 2026-06-26      | None          | 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      | $801.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1308.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $8489.61      | 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      | $2322.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-24683.15    | -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        |    10700000 | PA      | $569536.35    | 0.09%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20270402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-45101.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.69500 02/14/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $9559.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $258217.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.23000 03/18/26-3Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $18014.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $16232.58     | 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      | $-1903.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $28985.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-1187.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPHA5 PIMCO SWAPTION 3.69 PUT ILS 20260504            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-9005.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-187376.97   | -0.03%            |  |  |  | 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      | $84119.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $16844.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $710.63       | 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      | $-4558.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $905.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $9183.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $732609.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-41363.50    | -0.01%            |  |  |  | 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      | $-13556.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-90402.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA BP BOA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1816.77     | -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        |     1198278 | PA      | $1085790.44   | 0.17%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                  | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                   | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     5845532 | PA      | $57373894.47  | 9.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5168.03      | 0.00%             |  |  |  | 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      | $48440.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS THB THORON/1.50000 09/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |           1 | NC      | $144146.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-64173.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBNGA1 PIMCO SWAPTION 6.61 PUT ZAR 20260428            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -11100000 | NC      | $-29956.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/45 4.875                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      232000 | PA      | $231293.12    | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 07/28 0.00000                | CUSIP: ACI2QBY01<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3000000 | PA      | $434696.62    | 0.07%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $4212.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-38009.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-13949.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $626.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260921                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $49247.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJNA2 PIMCO SWAPTION 4.23 CALL PLN 2026041            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1200000 | NC      | $-0.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.55125 03/11/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $70454.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-94298.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.68500 03/10/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $3175.74      | 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      | $24543.69     | 0.00%             |  |  |  | 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        |    -2100000 | NC      | $-848.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $31056.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-116172.06   | -0.02%            |  |  |  | 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      | $-1884.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1376.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-88786.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -473562 | PA      | $-474951.10   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $17445.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $3473.68      | 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        |     2400000 | PA      | $755690.68    | 0.12%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-7353.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3925.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $25817.30     | 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      | $80958.24     | 0.01%             |  |  |  | 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      | $89120.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBP4A9 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    25300000 | NC      | $145.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $9113.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $6786.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1         | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      763374 | PA      | $702019.20    | 0.11%             | 2047-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20260820                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $245763.09    | 0.04%             |  |  |  | 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        |     1000000 | PA      | $1150787.21   | 0.18%             | 2028-12-15      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-270.04      | -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      | $-5270.49     | -0.00%            |  |  |  | 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      | $-58939.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.95500 03/17/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $1942.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2734.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1425.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-562480.80   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $47256.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-1234516.27  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-10091.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $104096.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-862.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-27799.94    | -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        |     6700000 | PA      | $5246368.00   | 0.84%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-330291.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260708                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $23283.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $21172.50     | 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      | $96867.59     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CNY 1.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |           1 | NC      | $39570.00     | 0.01%             |  |  |  | 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      | $13489.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40472.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $1719470.25   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25        | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      100000 | PA      | $46000.00     | 0.01%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RSD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $187.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-22349.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.8994 03/20/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-46251.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVZA2 PIMCO SWAPTION 4.325 PUT PLN 2026051            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2700000 | NC      | $-32030.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260601                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $2592.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-324.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBTTA4 PIMCO SWAPTION 4.0 CALL PLN 20260511            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     2700000 | NC      | $17.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $35274.13     | 0.01%             |  |  |  | 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      | $-2941.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.2891 12/22/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $143370.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPWA8 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    28800000 | NC      | $338.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $9230.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1472.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-2914.89     | -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      | $-20594.95    | -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        |      222587 | PA      | $102566.56    | 0.02%             | 2035-10-19      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.73000 12/31/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $14394.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-609332.92   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $20230.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6567.94     | -0.00%            |  |  |  | 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        |   344000000 | PA      | $714650.22    | 0.11%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5756.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-47765.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261207                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1889.20     | -0.00%            |  |  |  | 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      | $19262.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.43000 03/16/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $8667.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $20616.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261214                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-875.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $4788.68      | 0.00%             |  |  |  | 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      | $-17469.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-5069.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $217375.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.35000 08/31/23-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-10825.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $6390.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.00000 12/17/25-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $136259.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                        | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3               | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185285 | PA      | $183409.56    | 0.03%             | 2035-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3177.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $16870.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1306.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $74734.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $154.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                       | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A           | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75440 | PA      | $74268.19     | 0.01%             | 2059-07-25      | Fixed         | 2.75%                 | 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      | $1890.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-46039.13    | -0.01%            |  |  |  | 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      | $233358.63    | 0.04%             |  |  |  | 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        |   473300000 | PA      | $8126643.35   | 1.30%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-109466.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260527                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-26957.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-3301.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260703                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $34614.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $81586.38     | 0.01%             |  |  |  | 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      | $-2035.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 06/17/26-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-47773.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.87000 10/11/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-21418.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $640.98       | 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        |     1000000 | PA      | $1133250.56   | 0.18%             | 2028-05-21      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $9443.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.40000 03/20/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $32454.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260922                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $29533.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-16402.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $231.01       | 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      | $-51032.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1452.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.98000 12/04/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-12424.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UYU BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $16650.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-313988.89   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                                   | FANNIE MAE FNR 2024 104 FA                                | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1935933 | PA      | $1945141.63   | 0.31%             | 2055-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-374460.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-2863.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXIA7 PIMCO SWAPTION 4.38 PUT PLN 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2800000 | NC      | $-30345.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 02/05/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-17017.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1093.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/10.75000 03/18/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $12460.56     | 0.00%             |  |  |  | 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        |      500000 | PA      | $530040.00    | 0.08%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.41000 08/09/24-4Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $219885.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $25127.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4914.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $12388.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT LKR SOLD USD 20260714                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-27913.97    | -0.00%            |  |  |  | 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        |    13400000 | NC      | $19269.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $8634.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.60500 07/12/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $10024.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $13720.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7           | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       20000 | PA      | $8250.00      | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.35000 11/14/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $6628.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 11/40 12.75                    | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7721600000 | PA      | $2046608.12   | 0.33%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | SERBIA TREASURY BONDS BONDS 07/35 5.25                    | CUSIP: ACI2TGGG2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   185500000 | PA      | $1825529.49   | 0.29%             | 2035-07-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $15767.79     | 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      | $-1287.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.76700 10/17/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-32114.87    | -0.01%            |  |  |  | No            |                  2 | 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      | $-265639.90   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $323.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5          | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        5814 | PA      | $500.00       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 0.92500 10/16/20-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-87643.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260729                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $19423.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $18181.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-4668.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.67500 03/18/26-3Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $94619.12     | 0.02%             |  |  |  | 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      | $-7107.76     | -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        |  2025000000 | PA      | $2141831.13   | 0.34%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-93773.59    | -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      | $217382.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBZ2A9 PIMCO SWAPTION 6.51 PUT ZAR 20260526            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -9400000 | NC      | $-28246.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-147142.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1107373.95  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3355000 | PA      | $3343544.72   | 0.54%             | 2026-05-05      | None          | 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        |    21500000 | PA      | $429298.50    | 0.07%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR        | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      470272 | PA      | $9405.44      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | 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      | $-1048.42     | -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        |     2700000 | PA      | $3136846.75   | 0.50%             | 2027-03-05      | Floating      | 5.18%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $21382.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $9361.88      | 0.00%             |  |  |  | No            |                  2 | 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      | $-17554.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5774.13     | -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      | $-5433.41     | -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      | $131830.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $12131.80     | 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      | $13931.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.20000 03/23/31-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-59.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                    | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    61900000 | PA      | $3618870.53   | 0.58%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-57364.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 04/27 0.00000                | CUSIP: ACI2TGH30<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    20300000 | PA      | $3450178.84   | 0.55%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-745884.74   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-247.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-19743.48    | -0.00%            |  |  |  | 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        | 48493000000 | PA      | $3976723.38   | 0.64%             | 2029-09-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $476.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-973489.26   | -0.16%            |  |  |  | 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        |     1700000 | PA      | $94865.37     | 0.02%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-479.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.49500 02/10/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-13572.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-10155.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-150771.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 07/46 11.5                     | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   509100000 | PA      | $122817.87    | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBI5A4 PIMCO SWAPTION 3.95 PUT CZK 20260408            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -68600000 | NC      | $-62570.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260818                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-34546.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | STATE OIL COMPANY OF THE AZERB EM SP JPM                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1945.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $194.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-WF1                                           | HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1                | CUSIP: 40431KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30854 | PA      | $8681.17      | 0.00%             | 2036-12-25      | Floating      | 3.91%                 | 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        |      206638 | PA      | $2066.38      | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.96250 11/27/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-11700.15    | -0.00%            |  |  |  | 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      | $-145825.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-9732.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.75 11/13/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-61759.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.37500 11/27/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $26739.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261211                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-804.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-17486.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/28 8.5                 | CUSIP: ACI2DBNS6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3950000 | PA      | $344038.88    | 0.06%             | 2028-02-15      | Fixed         | 8.50%                 | 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      | $103361.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25                 | CUSIP: B1W32LII9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    55400000 | PA      | $2631698.49   | 0.42%             | 2036-03-31      | Fixed         | 6.25%                 | 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        |     3800000 | PA      | $212605.37    | 0.03%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.17000 04/01/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $3186.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-44170.32    | -0.01%            |  |  |  | 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      | $93617.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.73600 08/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-22321.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   211500000 | PA      | $39542620.78  | 6.33%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT VND SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | VN        |           1 | NC      | $94088.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4095.71      | 0.00%             |  |  |  | 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      | $116807.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $27332.15     | 0.00%             |  |  |  | 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      | $-31105.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.51500 04/09/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $518.81       | 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      | $76112.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $27820.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBG5A8 PIMCO SWAPTION 6.64 CALL ZAR 2026040            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -11800000 | NC      | $-0.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/17/26-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $49594.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-123.75      | -0.00%            |  |  |  | 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      | $53682.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.27500 03/02/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $16553.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPIA4 PIMCO SWAPTION 3.69 CALL ILS 2026050            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-153.09      | -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      | $-51937.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260701                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $16156.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $25547.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.75000 09/16/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $22192.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.34900 03/06/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $11317.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-94082.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-11555.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.07000 11/23/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $5776.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                               | ABU DHABI GOVT INT L SR UNSECURED REGS 05/26 3.125        | CUSIP: ACI0M6MJ2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      700000 | PA      | $699630.41    | 0.11%             | 2026-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-26904.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.35500 11/04/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-15861.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA SUBORDINATED 12/49 VAR                            | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    27540000 | PA      | $2330068.44   | 0.37%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBI4A5 PIMCO SWAPTION 3.69 CALL CZK 2026040            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    68600000 | NC      | $0.32         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.16100 03/03/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-7121.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-10005.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4531.98     | -0.00%            |  |  |  | No            |                  2 | 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      | $-20245.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $126819.70    | 0.02%             |  |  |  | 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      | $-170052.35   | -0.03%            |  |  |  | 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      | $-47264.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.67000 02/09/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-43828.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198624.94    | 0.03%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $22059.17     | 0.00%             |  |  |  | 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        |   -22014958 | NC      | $-704456.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.97000 02/12/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $12243.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $38435.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-66996.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-29582.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-972.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1887.43     | -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      | $84066.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2457.42      | 0.00%             |  |  |  | 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      | $150152.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-193.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20261007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-7783.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $370119.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.72250 12/01/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $64616.75     | 0.01%             |  |  |  | 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        |      119630 | PA      | $96224.66     | 0.02%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000    | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      277170 | PA      | $415.76       | 0.00%             | 2028-12-31      | None          | 0.00%                 | 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      | $-48523.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.43400 11/03/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $10711.54     | 0.00%             |  |  |  | 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      | $-160052.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $53689.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3288.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4326.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.86000 03/11/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-343.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 2.95000 12/13/21-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $78239.75     | 0.01%             |  |  |  | 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      | $9667.63      | 0.00%             |  |  |  | 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      | $1184.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $19765.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $16373.32     | 0.00%             |  |  |  | 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      | $-15995.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS INR MIBOR/6.25000 09/16/26-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |           1 | NC      | $215705.76    | 0.03%             |  |  |  | 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      | $-26348.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1191000 | PA      | $1187761.52   | 0.19%             | 2026-04-28      | None          | 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        |  1280000000 | PA      | $1375171.55   | 0.22%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1409.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5762.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $10237.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.26000 11/17/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-4204.63     | -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        | 29110000000 | PA      | $2531647.90   | 0.41%             | 2027-05-29      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $35582.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-43353.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.84500 03/05/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $132457.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.11100 03/18/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $121677.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1173.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBG6A7 PIMCO SWAPTION 6.64 PUT ZAR 20260402            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -11800000 | NC      | $-30371.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1809.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-6071.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-7825.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $12089.05     | 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      | $28772.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.72000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-3082.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-16862.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 02/04/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-14646.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-367940.68   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $174210.31    | 0.03%             |  |  |  | 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      | $20044.16     | 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      | $-19202.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-21819.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-102171.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-101725.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6639771 | PA      | $-6688766.54  | -1.07%            |  |  |  | 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      | $15886.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVOA4 PIMCO SWAPTION 4.135 CALL PLN 202605            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-48.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $10639.89     | 0.00%             |  |  |  | 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        |   150000000 | PA      | $166634.64    | 0.03%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $34034.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1716.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-64925.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1021.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-7184.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/17/25-3Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $19884.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/6.8818* 10/24/25-2Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-112313.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-215413.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82               | CUSIP: ACI2G7SL2<br>LEI: 300300C1020111000029 | Long             | DBT              | CORP              | CN        |     2000000 | PA      | $309194.87    | 0.05%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/4.04000 01/13/21-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $139406.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $149446.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BOGOTA DISTRITO CAPITAL (AKA: SANTA FE DE BOGOTA DC)                         | SANTA FE DE BOGOTA D.C. SR UNSECURED 144A 11/35 13.140    | CUSIP: 097230AC0<br>LEI: 529900L83GNDA0PLHT11 | Long             | DBT              | NUSS              | CO        | 13046000000 | PA      | $3503791.99   | 0.56%             | 2035-11-05      | Fixed         | 13.14%                | 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        |      633195 | PA      | $592475.33    | 0.09%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $195439.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $820025.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 0.98000 06/09/20-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $200437.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260601                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $229.41       | 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      | $2875.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-3996.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/32 9.1                 | CUSIP: ACI2DBPK1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1230000 | PA      | $94665.15     | 0.02%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.00000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-1671.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-16761.46    | -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        |           1 | PA      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $30.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.7162 11/13/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-164130.09   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-3896.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.80500 10/22/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-565869.36   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $272.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-5115.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-FRE2                                         | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1         | CUSIP: 46626LHB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137096 | PA      | $136306.94    | 0.02%             | 2036-02-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ZIRAAT DPR FINANCE CO                                                        | ZIRAAT TRANCHE B TERM LOAN                                | CUSIP: BA0005QX5<br>LEI: 254900UKNMJNBW90F636 | Long             | LON              | CORP              | US        |     1400000 | PA      | $1362856.99   | 0.22%             | 2034-06-15      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO POLAND GOVERNMENT                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |   -58117284 | PA      | $-15688436.76 | -2.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.28500 12/19/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-4517.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/31 8.95                | CUSIP: ACI2DBP54<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     9692662 | PA      | $761099.28    | 0.12%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $88335.95     | 0.01%             |  |  |  | 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      | $63481.23     | 0.01%             |  |  |  | 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      | $-12753.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-10176.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SER2 PIMCO FXVAN PUT USD BRL 5.32000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SD        |     6640000 | NC      | $196152.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360529 NIGERIA OMO BILL                                | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        | 18580300000 | PA      | $11642643.86  | 1.86%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $21609.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 8.74000 04/28/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-144928.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO POLAND GOVERNMENT                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |   -21668404 | PA      | $-5837078.73  | -0.93%            |  |  |  | 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      | $37253.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260824                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $38268.55     | 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      | $-93992.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-262977.02   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 10/33 6                      | CUSIP: ACI2CJZC2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10800000 | PA      | $2975833.20   | 0.48%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $6806.24      | 0.00%             |  |  |  | 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        |     5800000 | PA      | $1773384.29   | 0.28%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $29041.56     | 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      | $-67606.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-8952.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-288431.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UYU BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $25855.70     | 0.00%             |  |  |  | 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      | $-921.36      | -0.00%            |  |  |  | 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      | $-21846.36    | -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        | 62098500000 | PA      | $15396452.24  | 2.46%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MTGE SEC 2004-F                                              | BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1           | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19530 | PA      | $18914.18     | 0.00%             | 2034-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZMW SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $146943.75    | 0.02%             |  |  |  | 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      | $-3693.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $29281.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $26181.91     | 0.00%             |  |  |  | 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      | $20905.21     | 0.00%             |  |  |  | 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      | $57078.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-2089.59     | -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      | $-21946.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $7029.53      | 0.00%             |  |  |  | No            |                  2 | 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      | $-42208.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $32831.71     | 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      | $1338.26      | 0.00%             |  |  |  | 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      | $32063.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.5643 03/09/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-5579.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995             | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1500000 | PA      | $1774813.79   | 0.28%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $31653.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $50734.36     | 0.01%             |  |  |  | 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      | $31282.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-83185.24    | -0.01%            |  |  |  | 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        |    74600000 | PA      | $4136402.05   | 0.66%             | 2030-02-28      | Fixed         | 8.50%                 | 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      | $195772.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                       | ICBC STANDARD BANK PLC SR UNSECURED 144A 12/29 20         | CUSIP: ACI37D938<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 14618000000 | PA      | $1198765.64   | 0.19%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | 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      | $-1342.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-148815.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-9390.82     | -0.00%            |  |  |  | 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      | $356985.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 05/32 4.5                   | CUSIP: ACI232XN7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   117100000 | PA      | $306421.31    | 0.05%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-170158.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $5443.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.62000 04/24/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $14457.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CRC SOLD USD 20270122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $114922.92    | 0.02%             |  |  |  | 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        |         132 | PA      | $28892.87     | 0.00%             | 2049-12-21      | Fixed         | 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      | $27302.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20261016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $8519.92      | 0.00%             |  |  |  | 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      | $11282.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $4551.73      | 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      | $-53012.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $2250.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1715.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBTUA2 PIMCO SWAPTION 4.4 PUT PLN 20260511             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2700000 | NC      | $-27693.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                         | GSAMP TRUST GSAMP 2007 FM1 A2A                            | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72307 | PA      | $35744.51     | 0.01%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.11000 12/30/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-20830.51    | -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        |     2100000 | NC      | $3196.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1042793.79  | -0.17%            |  |  |  | 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      | $-254207.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.0325 07/02/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-392096.52   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 11/26 3.9                       | CUSIP: ACI0MP716<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7380000 | PA      | $1833571.84   | 0.29%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260529                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-33104.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5630.73     | -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        |   230400000 | PA      | $4007394.73   | 0.64%             | 2036-06-01      | Fixed         | 10.75%                | 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      | $-48578.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR        | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      159426 | PA      | $3985.65      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | 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      | $-21019.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2886.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.31000 10/02/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $4629.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-475260.45   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CRC SOLD USD 20270125                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $518073.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.19000 11/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $69856.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.52 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-7015.57     | -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      | $46517.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $5731.61      | 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      | $-106154.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-1420.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $36727.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $11473.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-7.16        | -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        |    69400000 | PA      | $3555535.12   | 0.57%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2946.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3359.54      | 0.00%             |  |  |  | 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      | $-8035.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-88.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP BRC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-839.63      | -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      | $253468.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $85554.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $13012.06     | 0.00%             |  |  |  | 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      | $148443.54    | 0.02%             |  |  |  | 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      | $21567.38     | 0.00%             |  |  |  | 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        |      250000 | PA      | $253625.00    | 0.04%             | 2027-01-08      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-20Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $98147.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $163792.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SH81 PIMCO FXVAN PUT EUR CZK 24.04000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     4011000 | NC      | $2174.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.575 08/06/24-01/03/28 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $72698.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-256.04      | -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        |    40000000 | PA      | $628707.82    | 0.10%             | 2036-01-14      | Fixed         | 6.25%                 | 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      | $3061.35      | 0.00%             |  |  |  | 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      | $79467.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 09/17/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-179022.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXJA6 PIMCO SWAPTION 3.93 CALL CZK 2026052            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -6200000 | NC      | $-218.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $134574.23    | 0.02%             |  |  |  | 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      | $73337.55     | 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      | $-59953.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-16886.27    | -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      | $-61603.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-7282.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6799.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $168760.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-551.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $15618.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $6972.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-991.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7566.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $72475.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-45435.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-1888.30     | -0.00%            |  |  |  | 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      | $-90958.99    | -0.01%            |  |  |  | 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      | $-22164.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-6389.10     | -0.00%            |  |  |  | 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      | $-36191.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $717.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $947.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20261221                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-36344.84    | -0.01%            |  |  |  | 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      | $-119519.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                            | VEON AMSTERDAM TERM LOAN                                  | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |     1400000 | PA      | $1392369.41   | 0.22%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | 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      | $-79614.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2220000 | PA      | $2207665.52   | 0.35%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $719194.82    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $216.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MERRILL LYNCH REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |  -182913421 | PA      | $-10809687.31 | -1.73%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.92000 02/09/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $10899.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                                 | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1             | CUSIP: 12669WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      837927 | PA      | $808639.57    | 0.13%             | 2037-11-25      | Floating      | 3.98%                 | 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        |     8600000 | NC      | $13089.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SET8 PIMCO FXVAN CALL USD BRL 5.70000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SD        |    -6640000 | NC      | $-7536.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $360.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75     | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      775000 | PA      | $323795.00    | 0.05%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $29226.68     | 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      | $-11238.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.78000 03/06/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $25232.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2109.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-214925.02   | -0.03%            |  |  |  | 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       |    18800000 | PA      | $4719221.91   | 0.76%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2961.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-8844.42     | -0.00%            |  |  |  | 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      | $-4251.93     | -0.00%            |  |  |  | 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      | $19485.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $4311.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.64500 04/30/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $16170.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-75651.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $5732.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.357 10/03/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $84380.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $7708.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJOA1 PIMCO SWAPTION 4.23 PUT PLN 20260413            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1200000 | NC      | $-16036.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $3093.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-2223.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SFZ3 PIMCO FXVAN PUT USD CNH 6.80000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -27098000 | NC      | $-20269.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.00000 09/16/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $14110.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.53000 12/31/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-5784.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SFY6 PIMCO FXVAN PUT USD CNH 6.90000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    13549000 | NC      | $84870.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $479152.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 7.31000 06/30/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $99513.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-7292.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20270128                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $134766.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $299.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4003.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-2805.27     | -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      | $-57332.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2865.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-139.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-271.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-72016.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $41784.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1290955.59  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3855.43     | -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      | $-13801.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.96000 09/01/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $311618.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 07/29 4.75                   | CUSIP: ACI2NGJ67<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    29600000 | PA      | $7929613.71   | 1.27%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260616                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $6238.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-26342.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORTGAGE EQUITY CONVER ASSET TR 2007-FF3                                     | MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A       | CUSIP: 61911GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211760 | PA      | $194443.90    | 0.03%             | 2042-05-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.19000 06/13/23-6Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-362867.03   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-9389.93     | -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      | $-13908.70    | -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      | $-10539.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-59776.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2616000 | PA      | $2603356.01   | 0.42%             | 2026-05-19      | None          | 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                                                                          | 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2788000 | NC      | $219.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-440705.54   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/30 8.8                 | CUSIP: ACI2DBP47<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     6520000 | PA      | $526758.94    | 0.08%             | 2030-02-12      | Fixed         | 8.80%                 | 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      | $125057.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-74.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BUND FUTURE  JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           4 | NC      | $-14289.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1413.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                    | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   423000000 | PA      | $23429019.13  | 3.75%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)                        | EUROPEAN BK RECON + DEV SR UNSECURED 01/29 6.75           | CUSIP: ACI380ZK8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    30000000 | PA      | $17634092.58  | 2.82%             | 2029-01-16      | Fixed         | 6.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.77000 11/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-8527.43     | -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      | $57623.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.98100 12/01/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-5977.50     | -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      | $-47536.59    | -0.01%            |  |  |  | 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        |     2500000 | PA      | $2896849.61   | 0.46%             | 2026-08-11      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS CZK 1.02500 07/29/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-19465.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-15553.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-75158.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5237.47     | -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      | $-3780.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US LONG BOND(CBT) JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -12 | NC      | $43764.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 7.61000 11/03/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $11908.72     | 0.00%             |  |  |  | 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      | $-29972.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-64125.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5047293000 | PA      | $3508286.46   | 0.56%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-788887.32   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.9275 06/13/24-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $178309.70    | 0.03%             |  |  |  | No            |                  2 | 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      | $7640.22      | 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        |   190000000 | PA      | $372943.04    | 0.06%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.54500 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $8216.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-622.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM44 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $275854.36    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.49000 01/09/26-3Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $6121.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.255 03/10/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-13081.65    | -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        |   325000000 | PA      | $3252343.05   | 0.52%             | 2034-07-18      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000    | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      346463 | PA      | $381.11       | 0.00%             | 2031-12-31      | None          | 0.00%                 | 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      | $-233822.19   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1706.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKHA6 PIMCO SWAPTION 6.6725 CALL ZAR 20260            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -10600000 | NC      | $-1.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBM2A8 PIMCO SWAPTION 5.25 PUT USD 20280120            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7400000 | NC      | $134252.28    | 0.02%             |  |  |  | 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      | $81935.84     | 0.01%             |  |  |  | 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        |    17500000 | PA      | $5456334.95   | 0.87%             | 2043-12-15      | Fixed         | 10.10%                | 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      | $11615.12     | 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      | $17796.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.07520 03/07/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-1171.88     | -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      | $-6524.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-84635.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $556.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1477.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-18844.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261009                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-708.55      | -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        |     2376345 | PA      | $23763.45     | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.86000 10/15/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-16378.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.435 03/12/26-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $3254.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $22768.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-13521.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    71600000 | PA      | $4158586.39   | 0.67%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $2683.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.235 01/08/26-01/02/35 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-62859.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.67 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $17.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 3.00000 06/14/21-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $63520.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/35 4.25                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      360000 | PA      | $358706.25    | 0.06%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.0601 10/23/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $154364.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED REGS 09/26 1.375                | CUSIP: ACI1YZ073<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     7600000 | PA      | $7499284.80   | 1.20%             | 2026-09-12      | Fixed         | 1.38%                 | 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        |     1900000 | PA      | $1929144.65   | 0.31%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-6812.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.31 03/11/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $34128.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-36312.55    | -0.01%            |  |  |  | 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      | $-11935.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $62554.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.72000 02/12/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-51481.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-915.52      | -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      | $-46440.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICAN T BILLS BILLS 06/26 0.00000                 | CUSIP: ACI30CS02<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   152100000 | PA      | $8879664.74   | 1.42%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 10/34 5                      | CUSIP: ACI2NPT74<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6950000 | PA      | $1781964.87   | 0.29%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $34372.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $16615.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA EUR TERM LOAN                          | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     2600000 | PA      | $3008424.61   | 0.48%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1057128.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4609.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-6318.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 06/32 7                        | CUSIP: ACI0RXZM7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1629100000 | PA      | $326117.12    | 0.05%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-532.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.76100 10/20/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-27562.86    | -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      | $2054.25      | 0.00%             |  |  |  | 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        |    28180000 | PA      | $8782776.11   | 1.41%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $9708.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-39539.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.85500 10/05/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-58681.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1745616.98  | -0.28%            |  |  |  | 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        |  8858000000 | PA      | $1342401.61   | 0.21%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-761.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-96427.93    | -0.02%            |  |  |  | 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      | $-16754.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-70842.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $10110.29     | 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      | $-8149.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO6A0 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    31200000 | NC      | $179.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-58487.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $392.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 01/27 0.00000                      | CUSIP: ACI38D135<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  1134343000 | PA      | $712339.88    | 0.11%             | 2027-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $158.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.09100 02/23/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-29820.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-166734.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/29 8.65                | CUSIP: ACI2DBNY3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3577000 | PA      | $303053.74    | 0.05%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20270219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $549584.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20270222                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $307985.84    | 0.05%             |  |  |  | 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      | $52158.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.50000 06/17/26-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-843.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.39500 03/10/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $2129.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3012.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $53593.58     | 0.01%             |  |  |  | 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      | $65289.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1291025.85   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.75750 06/18/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $38100.60     | 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      | $74088.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 08/26 0.00000                      | CUSIP: ACI37XBY3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  7260100000 | PA      | $4928278.01   | 0.79%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1981.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25                 | CUSIP: ACI08MN29<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8700000 | PA      | $502063.97    | 0.08%             | 2032-03-31      | Fixed         | 8.25%                 | 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      | $116960.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $22835.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-11334.05    | -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      | $-6568.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $10419.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2645.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260605                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $527.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.74500 01/12/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-25028.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $35.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.41000 05/14/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $38068.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $4094.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.36000 03/09/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $83567.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 08/26 36                    | CUSIP: ACI2QWYR6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   184400000 | PA      | $4082314.47   | 0.65%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/10.72000 03/18/26-9Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $54012.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261009                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2435.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $38363.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-571091.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.06000 03/18/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $245.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS SGD SIBSORA/1.4031* 12/30/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |           1 | NC      | $-44448.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-6434.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $33560.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $958.98       | 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        |    16300000 | PA      | $291169.05    | 0.05%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-4600.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)                        | EUROPEAN BK RECON + DEV SR UNSECURED 03/28 6.3            | CUSIP: ACI391791<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    15900000 | PA      | $9280409.10   | 1.49%             | 2028-03-31      | Fixed         | 6.30%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-9139.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO HSBC BANK PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -19662560 | PA      | $-931373.96   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $11780.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBNFA2 PIMCO SWAPTION 6.61 CALL ZAR 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -11100000 | NC      | $-43.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2979.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-KS8                                        | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M5           | CUSIP: 76110W3V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61904 | PA      | $61689.84     | 0.01%             | 2035-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7245.03     | -0.00%            |  |  |  | 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      | $-46836.75    | -0.01%            |  |  |  | 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      | $209205.06    | 0.03%             |  |  |  | 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      | $342091.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.43000 11/10/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $16476.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR            | CUSIP: 3128NC6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         354 | PA      | $362.35       | 0.00%             | 2035-08-01      | Floating      | 6.48%                 | No            |                  2 | 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      | $-227986.43   | -0.04%            |  |  |  | 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        |   -13400000 | NC      | $-5427.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $95931.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $15510.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $49923.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.47500 11/26/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $30625.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-18883.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKGA7 PIMCO SWAPTION 6.6725 PUT ZAR 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -10600000 | NC      | $-26690.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.15000 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-6607.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-20.35       | -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      | $-19832.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSMA3 PIMCO SWAPTION 7.82 PUT MXN 20260505            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -20600000 | NC      | $-17971.99    | -0.00%            |  |  |  | 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      | $122099.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-9112.31     | -0.00%            |  |  |  | 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      | $-38142.50    | -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      | $-172307.52   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.29000 09/01/23-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $8013.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $23089.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSKA5 PIMCO SWAPTION 7.49 CALL MXN 2026050            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    20600000 | NC      | $176.20       | 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      | $49435.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      100000 | PA      | $34410.00     | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | 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      | $53645.18     | 0.01%             |  |  |  | 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      | $0.10         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/4.13500 12/05/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $-4716.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $16086.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $6.63         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 12/28 4.375         | CUSIP: 917288BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   124205804 | PA      | $3172542.30   | 0.51%             | 2028-12-15      | Fixed         | 4.38%                 | 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      | $-70982.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $2183.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 04/32 8                     | CUSIP: ACI354M92<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13300000 | PA      | $708291.97    | 0.11%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2589.39      | 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      | $3596.77      | 0.00%             |  |  |  | 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      | $-3899.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.30000 12/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-88718.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-20500.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $7967.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.905 12/05/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-18124.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-265416.92   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $69908.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                      | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                   | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $343982.76    | 0.06%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-309.40      | -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      | $-210381.05   | -0.03%            |  |  |  | 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      | $-85359.93    | -0.01%            |  |  |  | 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      | $-1079.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $25107.81     | 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      | $-24423.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $10412.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-8217.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5715.95     | -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      | $6722.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SAR SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $7854.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL R 7.715 06/13/19-01/04/27 GLM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-593094.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5042687000 | PA      | $3503247.43   | 0.56%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBOAA5 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -21000000 | NC      | $-3.05        | -0.00%            |  |  |  | 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      | $17765.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-103252.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.1557 03/03/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $10342.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5387.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-3542.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2595.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10        | CUSIP: 12668BXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1162801 | PA      | $419501.93    | 0.07%             | 2036-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3                          | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1        | CUSIP: 073888AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         387 | PA      | $385.75       | 0.00%             | 2036-07-25      | Floating      | 4.83%                 | 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      | $-84.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $116.72       | 0.00%             |  |  |  | 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      | $51840.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                  | CUSIP: ACI239370<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   127400000 | PA      | $334787.38    | 0.05%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-310074.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 6.37000 06/29/22-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $16248.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260514                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-31354.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.63500 03/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $-23914.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.00000 03/18/26-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $132957.79    | 0.02%             |  |  |  | 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        |     8100000 | NC      | $12328.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-60930.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $214551.19    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-565043.49   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-104861.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $282411.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4     | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  1700500000 | PA      | $3656135.63   | 0.59%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4778.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ECUADOR LA SP JPM                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $56196.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-6162.39     | -0.00%            |  |  |  | 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      | $15193.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVYA3 PIMCO SWAPTION 3.925 CALL PLN 202605            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     2700000 | NC      | $17.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1822.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3217.09      | 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      | $405922.82    | 0.06%             |  |  |  | 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      | $24987.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $596205.84    | 0.10%             |  |  |  | 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      | $-17024.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-48746.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.57000 05/16/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-2512.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR        | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      666777 | PA      | $10835.13     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | 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      | $50298.80     | 0.01%             |  |  |  | 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      | $-102123.85   | -0.02%            |  |  |  | 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      | $2789.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $102245.20    | 0.02%             |  |  |  | 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      | $-129764.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-39750.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-13982.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-9484.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 07/30 4.5                    | CUSIP: ACI2WT2K6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    20400000 | PA      | $5354271.86   | 0.86%             | 2030-07-25      | Fixed         | 4.50%                 | 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        |     1875000 | PA      | $900000.00    | 0.14%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-584.02      | -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      | $819835.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-5080.33     | -0.00%            |  |  |  | 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/9.40700 03/21/23-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $86928.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 07/26 0.00000                               | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2292000 | PA      | $2266594.14   | 0.36%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $141401.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20261120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-10991.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2339.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $48432.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1901.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4118.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $124.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | ZAMBIA GOVERNMENT BOND BONDS 01/29 22                     | CUSIP: ACI2NDJF4<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      900000 | PA      | $55049.88     | 0.01%             | 2029-01-22      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-80291.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.56 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-1314.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 09/26 4.07                 | CUSIP: ACI0LQGX5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   216765000 | PA      | $53818643.33  | 8.62%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 07/26 0.00000                      | CUSIP: ACI37P741<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2144404000 | PA      | $1459264.92   | 0.23%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-10916.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5236406000 | PA      | $3605789.44   | 0.58%             | 2026-06-29      | None          | 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      | $-205694.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.73000 10/16/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $13368.44     | 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        |    -8600000 | NC      | $-3474.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GHS SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-147.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $32712.52     | 0.01%             |  |  |  | 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      | $21588.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.35600 10/17/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-18856.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.71500 07/28/23-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $253418.19    | 0.04%             |  |  |  | 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      | $-8054.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1096.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $22773.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.23500 11/27/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-8704.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1696602.90  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.6976 03/24/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $989.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $80922.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.50000 04/09/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $1099.66      | 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      | $-16514.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.08000 12/31/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $9410.30      | 0.00%             |  |  |  | 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      | $53608.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS USD R PHP 5.0175/US SOFR GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $17129.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.52250 12/01/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-25675.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR NOTE (CBT)JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           7 | NC      | $-13352.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-23641.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-79908.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $15.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PKR BOUGHT USD 20260611                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3705.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $109.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-755.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.605 03/12/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-834.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT TREASURY BILL BILLS 10/26 0.00000                   | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2400000 | PA      | $38590.57     | 0.01%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $265487.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJ7A0 PIMCO SWAPTION 3.7275 CALL ILS 20260            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-23.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1          | CUSIP: 12667G5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5871 | PA      | $4745.24      | 0.00%             | 2035-10-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1809.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260603                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1131.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-17271.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.80825 11/17/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $139466.57    | 0.02%             |  |  |  | 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      | $-420506.32   | -0.07%            |  |  |  | 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      | $-3277.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-34444.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-34643.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000    | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      346463 | PA      | $450.40       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-167.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 10/33 2                       | CUSIP: ACI11VHC9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    24000000 | PA      | $935583.26    | 0.15%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                   | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5300000 | PA      | $119284.44    | 0.02%             | 2026-08-19      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-614237.46   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY3                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 4A1          | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39927 | PA      | $37163.72     | 0.01%             | 2037-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.39300 10/16/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $70779.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.34000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $3701.67      | 0.00%             |  |  |  | No            |                  2 | 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      | $-5334.37     | -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        |       11382 | PA      | $110848.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $312565.14    | 0.05%             |  |  |  | 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      | $34232.46     | 0.01%             |  |  |  | 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      | $-150392.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-5096.86     | -0.00%            |  |  |  | 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        |      117540 | PA      | $110235.43    | 0.02%             | 2034-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET/SOUTH AFRICA GOVT GUARANT REGS 03/29 10          | CUSIP: 565692II3<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    15000000 | PA      | $862347.24    | 0.14%             | 2029-03-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-118824.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.43500 11/21/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $120230.05    | 0.02%             |  |  |  | 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      | $-36892.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 03/31 5.875                    | CUSIP: ACI2ZK9X7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1073000000 | PA      | $61281.81     | 0.01%             | 2031-03-15      | Fixed         | 5.88%                 | 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      | $238539.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.80500 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $14572.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1876.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1665428.99  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260727                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $10825.84     | 0.00%             |  |  |  | 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      | $31193.69     | 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      | $28497.67     | 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      | $18010.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-65010.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.37000 03/05/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $12771.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-621331.70   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.71500 02/26/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $30278.52     | 0.00%             |  |  |  | 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      | $-7586.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $94620.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.20500 04/22/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-1395.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.33500 10/01/24-4Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $15484.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS CAPITAL                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -6392926 | PA      | $-1722329.22  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                  | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   564900000 | PA      | $10119096.28  | 1.62%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6428.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.82000 11/14/25-9Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-124959.58   | -0.02%            |  |  |  | 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      | $83241.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.39000 10/01/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $10562.80     | 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      | $-327762.50   | -0.05%            |  |  |  | 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      | $-44275.55    | -0.01%            |  |  |  | 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      | $161531.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.55500 10/08/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $10555.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-15XS                                      | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A3           | CUSIP: 61750YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1027994 | PA      | $214445.39    | 0.03%             | 2036-11-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $15552.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.98000 12/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $567860.62    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | ZAMBIA GOVERNMENT BOND BONDS 05/28 12                     | CUSIP: ACI2MJ732<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      850000 | PA      | $42783.56     | 0.01%             | 2028-05-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-16456.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $14246.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-22786.40    | -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      | $36695.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO7A9 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -31200000 | NC      | $-4.53        | -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      | $219.84       | 0.00%             |  |  |  | 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      | $10039570.00  | 1.61%             | 2029-04-12      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.93300 10/28/25-4Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $321931.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260821                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1910.30     | -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      | $-24124.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1638.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-2081.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.245 03/10/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-13397.47    | -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      | $-137205.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.77000 03/10/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-31569.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $59262.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.38500 02/06/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $14067.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $1483.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 05/26 0.00000                      | CUSIP: ACI358PQ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   769795000 | PA      | $541491.93    | 0.09%             | 2026-05-19      | None          | 0.00%                 | 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      | $-419.67      | -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        |       19350 | PA      | $12949.59     | 0.00%             | 2037-07-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $1013.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR        | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      390165 | PA      | $7803.30      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260624                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $50624.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.35250 10/23/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-9908.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-230845.93   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 03/35 5                       | CUSIP: BZ8VHWII9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   730000000 | PA      | $761122.69    | 0.12%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2195.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260812                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-217784.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/10.77600 03/18/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $64937.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-46248.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2051.69      | 0.00%             |  |  |  | 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        |    38600000 | PA      | $671377.76    | 0.11%             | 2036-06-01      | Fixed         | 10.75%                | 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        |      247573 | PA      | $327526.06    | 0.05%             | 2044-12-18      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-237462.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.32860 12/17/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $844460.46    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-103.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.69900 03/10/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $4669.50      | 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      | $-48471.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $115379.98    | 0.02%             |  |  |  | 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      | $-61112.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.70000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-2958.20     | -0.00%            |  |  |  | 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      | $1373.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $15208.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.31900 11/03/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $86451.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-2809.71     | -0.00%            |  |  |  | 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      | $-58229.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6638.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.50000 09/16/26-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $25431.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-16900.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $2270.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                  | KUWAIT INTL BOND SR UNSECURED 144A 10/28 4.016            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     6900000 | PA      | $6806495.34   | 1.09%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $66748.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 06/26 9.75           | CUSIP: P3579ECD7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       34000 | PA      | $566.20       | 0.00%             | 2026-06-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $4805.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-43329.55    | -0.01%            |  |  |  | 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      | $-137.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-35                                          | FHLMC STRUCTURED PASS THROUGH FSPC T 35 A                 | CUSIP: 313398VT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13354 | PA      | $13408.03     | 0.00%             | 2031-09-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.46250 03/09/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $7087.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-350282.03   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $8160.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $350946.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.0405 01/27/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-60015.66    | -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        |     2034556 | NS      | $23092.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-6335.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | FWD0Z35A9 COLOMBIA GOVT NDF                               | CUSIP: 990ADDDU8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        | 11370900000 | PA      | $2816365.43   | 0.45%             | 2035-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-9655.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $774.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-15924.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.37000 11/25/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-3824.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7138289 | PA      | $-7182566.09  | -1.15%            |  |  |  | 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      | $-105165.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.40000 03/19/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-141539.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-354444.37   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXHA8 PIMCO SWAPTION 3.98 CALL PLN 2026052            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     2800000 | NC      | $40.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.85000 03/03/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-11498.44    | -0.00%            |  |  |  | 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        |      351446 | PA      | $351872.06    | 0.06%             | 2035-12-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15658.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3298.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                      | CUSIP: ACI30ZZH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2827000000 | PA      | $2016612.46   | 0.32%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $36589.78     | 0.01%             |  |  |  | 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      | $76276.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $21369.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $69482.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-170552.83   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $20221.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $1572.89      | 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      | $137755.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.06700 04/14/21-6Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $5863.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260701                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-5400.66     | -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      | $-28657.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $63197.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MNT SOLD USD 20270223                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $140039.15    | 0.02%             |  |  |  | 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        |    42000000 | PA      | $2368719.86   | 0.38%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $47487.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4482.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-8035.57     | -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        |     5900000 | PA      | $132771.08    | 0.02%             | 2026-05-20      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.71000 08/13/25-8Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $66730.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $19942.24     | 0.00%             |  |  |  | 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      | $208.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKKA2 PIMCO SWAPTION 7.6 PUT MXN 20260408             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -12600000 | NC      | $-15462.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.05950 12/19/24-7Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-189608.86   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/12.17000 03/18/26-3Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-3532.62     | -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        |      337621 | PA      | $447082.49    | 0.07%             | 2059-01-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-81.46       | -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      | $45775.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.25000 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $582.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2.64         | 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      | $-528301.72   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 04/36 4.25                  | CUSIP: ACI1Z08B2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $72478.21     | 0.01%             | 2036-04-28      | Fixed         | 4.25%                 | 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        |  7980000000 | PA      | $1209343.52   | 0.19%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1056.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4488.44     | -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      | $-29011.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2685.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $101426.48    | 0.02%             |  |  |  | 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      | $28549.26     | 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      | $36887.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3456.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $30598.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1482.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-8653.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO HSBC BANK PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |  -255263681 | PA      | $-15105406.12 | -2.42%            |  |  |  | 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      | $-5016.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $794576.63    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-103.22      | -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      | $-12438.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-89460.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.77100 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $16865.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $17720.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $13145.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.03500 12/10/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $130072.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5243.41      | 0.00%             |  |  |  | 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      | $-15039.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.22000 09/23/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-25493.29    | -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      | $70523.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO8A8 PIMCO SWAPTION 7.92 PUT MXN 20260422            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -31200000 | NC      | $-19153.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.88500 02/04/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $25433.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          15 | NC      | $-13961.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $55.27        | 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        |    67500000 | PA      | $1456792.79   | 0.23%             | 2030-07-10      | Fixed         | 34.10%                | 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      | $-7269.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.52000 09/17/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-7074.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000    | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      173240 | PA      | $346.48       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $47356.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $125.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-1387700.24  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26       | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    16600000 | PA      | $960785.26    | 0.15%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $5740.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-11667.12    | -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      | $115793.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.85000 05/10/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $2105.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6302.07     | -0.00%            |  |  |  | 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      | $43026.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $13154.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360438 NIGERIA OMO BILL                                | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 19268800000 | PA      | $12147663.87  | 1.94%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260911                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-25793.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $81.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-229.66      | -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      | $21538.96     | 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      | $-266687.10   | -0.04%            |  |  |  | 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      | $-2180.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $18694.46     | 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      | $7462.00      | 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      | $-48561.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2005-1                                               | NEW YORK MORTGAGE TRUST NYMT 2005 1 A                     | CUSIP: 649603AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      908833 | PA      | $891011.29    | 0.14%             | 2035-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6128.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZMW BOUGHT USD 20260709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7064.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $63424.92     | 0.01%             |  |  |  | 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      | $81631.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-13626.87    | -0.00%            |  |  |  | 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      | $6316.02      | 0.00%             |  |  |  | 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      | $-24988.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/12.33000 03/18/26-2Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-3773.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-8949.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3259.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $165.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPYA6 PIMCO SWAPTION 7.92 PUT MXN 20260428            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -28800000 | NC      | $-18838.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $75415.73     | 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      | $-10895.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.52200 01/29/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-8501.56     | -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      | $-2443.28     | -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        |     1200000 | PA      | $1396140.75   | 0.22%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $349812.73    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $43045.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-15695.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-29041.45    | -0.00%            |  |  |  | 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      | $-9409.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET SOC LTD 2015 ZAR TERM LOAN                       | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    14800000 | PA      | $863224.68    | 0.14%             | 2028-03-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-8433.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.18000 05/22/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $19162.06     | 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        |    -8100000 | NC      | $-3272.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-2142.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $8382.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJ6A1 PIMCO SWAPTION 3.7275 PUT ILS 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-7794.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $37543.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | UZBEK INDUSTRIAL AND CON SR UNSECURED 144A 07/27 21       | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 15540000000 | PA      | $1360360.71   | 0.22%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $47.98        | 0.00%             |  |  |  | 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      | $2566.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $690226.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-32262.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $310.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20270618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-322.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4994.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-14010.65    | -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      | $-12882.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | KENYA INFRASTUCTURE BOND BONDS 01/33 12.5                 | CUSIP: ACI10MTD5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   769700000 | PA      | $6103700.27   | 0.98%             | 2033-01-10      | Fixed         | 12.50%                | 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      | $-141420.92   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $65239.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $66351.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.53000 01/02/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-114352.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-28941.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3131.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $9469.76      | 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      | $-7218.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SIC1 PIMCO FXVAN CALL USD TRY 50.25000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -6530000 | NC      | $-86653.10    | -0.01%            |  |  |  | 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      | $1777.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-416.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-135.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.40000 09/09/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-454439.17   | -0.07%            |  |  |  | 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      | $-67081.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55500 01/30/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-18505.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UYU BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $13543.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-41534.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | ZAMBIA GOVERNMENT BOND BONDS 01/31 23                     | CUSIP: ACI2NDJB3<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     5193000 | PA      | $347606.52    | 0.06%             | 2031-01-22      | Fixed         | 23.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.56936 03/29/23-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $37354.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1338.07      | 0.00%             |  |  |  | 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      | $96604.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2619.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4880.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR        | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      708519 | PA      | $15941.68     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $5437.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6828.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-399910.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-647865.83   | -0.10%            |  |  |  | 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      | $50968.48     | 0.01%             |  |  |  | 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      | $27724.88     | 0.00%             |  |  |  | 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      | $-41807.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.57400 03/10/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $9950.92      | 0.00%             |  |  |  | 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      | $53608.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-3751.83     | -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      | $-45672.47    | -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      | $127991.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-846.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260527                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-542.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-1723.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4105.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      760000 | PA      | $755279.28    | 0.12%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.69000 10/03/23-7Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-1671.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-141454.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $710.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-31952.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.57000 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-9842.43     | -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      | $-610.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000    | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      138585 | PA      | $485.05       | 0.00%             | 2026-12-31      | None          | 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      | $-97826.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $71618.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.06500 11/24/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $42961.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR7                                        | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1B          | CUSIP: 86359LFP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      278385 | PA      | $271910.56    | 0.04%             | 2035-04-19      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-WMC1                                          | MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2           | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160891 | PA      | $44327.93     | 0.01%             | 2037-01-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 09/27 3.422                | CUSIP: ACI1LDCL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    76040000 | PA      | $18852436.26  | 3.02%             | 2027-09-30      | Fixed         | 3.42%                 | 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      | $-17456.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63               | CUSIP: ACI2MPQS2<br>LEI: 300300C1020111000029 | Long             | DBT              | CORP              | CN        |     3000000 | PA      | $458924.18    | 0.07%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.68500 12/02/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $13296.16     | 0.00%             |  |  |  | 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        |           1 | PA      | $0.13         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3746.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 03/18/26-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-7436.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-610394.71   | -0.10%            |  |  |  | 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      | $165834.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $751.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-855.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $1805.56      | 0.00%             |  |  |  | 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      | $-193363.17   | -0.03%            |  |  |  | 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      | $-115198.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GHS SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1041.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.29632 03/03/26-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $49965.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-12620.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1263938.30   | 0.20%             |  |  |  | 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      | $-34550.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | PHILIPPINE GOVERNMENT BONDS 02/29 6.25                    | CUSIP: BSHRBXII8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   375370000 | PA      | $6143154.04   | 0.98%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260921                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $30758.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-11146.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $8308.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.62000 04/10/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $1698.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $44858.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $2228.25      | 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      | $9434.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 9.33000 02/09/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-231689.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260715                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $128213.64    | 0.02%             |  |  |  | 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        | 11818000000 | PA      | $1808083.56   | 0.29%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1215.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1210.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-123680.54   | -0.02%            |  |  |  | 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      | $-118057.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000    | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      653622 | PA      | $718.98       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 08/29 11                       | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 43889200000 | PA      | $11065815.36  | 1.77%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $27852.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.30600 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-17622.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $28068.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-92403.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBOBA4 PIMCO SWAPTION 7.92 PUT MXN 20260422            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -21000000 | NC      | $-12891.87    | -0.00%            |  |  |  | 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        |  8985000000 | PA      | $9878397.64   | 1.58%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360503 NIGERIA OMO BILL                                | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 18517000000 | PA      | $11638219.79  | 1.86%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261209                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-4050.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $4069.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-115236.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $51830.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.73000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-3288.65     | -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      | $-34043.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 03/18/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $56597.79     | 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        | 14036959429 | PA      | $3663827.33   | 0.59%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $64776.54     | 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        |      125251 | PA      | $94164.86     | 0.02%             | 2045-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $6932.81      | 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      | $24846.66     | 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      | $-14232.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.01750 11/25/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-6578.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1510.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-1464.08     | -0.00%            |  |  |  | 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      | $110196.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260616                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-124728.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-24585.33    | -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      | $27496.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2114.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-68381.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-33619.22    | -0.01%            |  |  |  | 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      | $4422.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.41000 01/20/23-8Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $113937.61    | 0.02%             |  |  |  | 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      | $339383.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3808.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       23000 | PA      | $22969.89     | 0.00%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.03000 03/20/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $33330.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4492.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-18623.07    | -0.00%            |  |  |  | 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      | $-4992.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEXICAN UDIBONOS BONDS 12/26 3                            | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      263559 | PA      | $14673.92     | 0.00%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $499928.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $14851.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2544.34     | -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      | $38972.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-172797.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-38678.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.48000 07/15/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $37401.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.74500 03/06/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $45066.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-341762.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-0.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS USD R IDR 5.385/US SOFR GST                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $9419.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1936.77      | 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      | $220103.86    | 0.04%             |  |  |  | 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        |      545049 | PA      | $544944.84    | 0.09%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $59038.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.20000 05/13/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $17947.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.59 08/06/24-01/03/28 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $72148.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $60455.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.21000 11/01/23-3Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-11989.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $932.35       | 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      | $62442.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBP5A8 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -25300000 | NC      | $-3.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-134652.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $751.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4572093 | PA      | $-4607208.94  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-923.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                      | CUSIP: ACI307771<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   815700000 | PA      | $584891.18    | 0.09%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-31990.59    | -0.01%            |  |  |  | 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      | $423395.57    | 0.07%             |  |  |  | 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      | $31797.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $60753.37     | 0.01%             |  |  |  | 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      | $2017.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6548.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.68500 03/05/25-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $25325.36     | 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      | $-130842.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260529                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $97073.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4792.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5                                  | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5           | CUSIP: 18974BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      591983 | PA      | $467856.13    | 0.07%             | 2036-10-25      | Floating      | 4.44%                 | 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        |  3700000000 | PA      | $566077.95    | 0.09%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND BONDS 07/55 1.9                     | CUSIP: BPK5XDII8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     9000000 | PA      | $1180075.85   | 0.19%             | 2055-07-15      | Fixed         | 1.90%                 | 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      | $-194739.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-97291.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $44409.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4900.92      | 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      | $-87005.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.35000 02/06/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-25453.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-11623.42    | -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      | $-3633.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260821                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $143830.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |           1 | NC      | $240716.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.55000 03/06/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-15101.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-77752.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-8965.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $11989.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $206.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $15112.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) | BANQUE OUEST AFRICAINE D SR UNSECURED 144A 10/40 6.25     | CUSIP: ACI310304<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |     1200000 | PA      | $1312274.79   | 0.21%             | 2040-10-14      | Fixed         | 6.25%                 | 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      | $103689.47    | 0.02%             |  |  |  | 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      | $-187880.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR        | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      233062 | PA      | $5826.55      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RSD SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-46725.52    | -0.01%            |  |  |  | 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      | $22723.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SES0 PIMCO FXVAN PUT USD BRL 5.12000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SD        |    -6640000 | NC      | $-41486.72    | -0.01%            |  |  |  | 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      | $57085.51     | 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      | $-38383.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.92000 03/06/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $45367.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $40569.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS MYR 3.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |           1 | NC      | $38919.14     | 0.01%             |  |  |  | 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      | $12051.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG46 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1157702.21  | -0.19%            |  |  |  | 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      | $-75770.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $37526.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-16411.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1807.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $846319.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.34000 12/12/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $35279.82     | 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      | $-408539.91   | -0.07%            |  |  |  | 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      | $-148805.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $33499.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.66000 04/24/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $29298.47     | 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      | $32200.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3917.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-48551.26    | -0.01%            |  |  |  | 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      | $23354.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-3976.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $9031.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSLA4 PIMCO SWAPTION 7.24 CALL MXN 2026050            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -20600000 | NC      | $-12.18       | -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      | $-17971.11    | -0.00%            |  |  |  | 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      | $-64905.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A         | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62736 | PA      | $44425.07     | 0.01%             | 2045-07-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                               | FREMONT HOME LOAN TRUST FHLT 2006 C 2A2                   | CUSIP: 35729TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2680111 | PA      | $1057916.30   | 0.17%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $7768.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-991.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-51.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $5627.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2882.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $21405.12     | 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      | $-4493.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5            | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.95000 10/13/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $-2748.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CAD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-109.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-36789.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-63235.38    | -0.01%            |  |  |  | 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        |    -4600000 | NC      | $-1863.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $16129.50     | 0.00%             |  |  |  | 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      | $-119111.56   | -0.02%            |  |  |  | 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      | $244834.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.01100 10/20/25-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-251029.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.77700 10/15/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-12634.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 7.84000 02/07/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-21586.48    | -0.00%            |  |  |  | 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      | $116883.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.00000 07/19/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $2590.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-35.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer