# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007189
**Filing Date:** 2026-5
**Character Count:** 615893
**Document Hash:** 6c8165cc4d90b6c18624ef8e9f2fb9e4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007189.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007189

**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:** 261043351

**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 Bond Fund (Series ID: S000009715)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000026678 | Institutional | PEBIX           |
| C000026680 | A             | PAEMX           |
| C000026682 | C             | PEBCX           |
| C000064161 | I-2           | PEMPX           |
| C000200456 | I-3           | PEBNX           |

## 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 Bond Fund

- **b. EDGAR series identifier (if any):** S000009715

- **c. LEI of Series:** 0EUMC1JQ5HNN1A6MGO73

**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:** $3450529334.27

**Total Liabilities:** $389328516.97

**Net Assets:** $3061200817.30

**Cash Not Reported:** $30943745.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 22596.768300 | **1-Year:** 75184.631500 | **5-Year:** 351177.859800 | **10-Year:** 602035.853600 | **30-Year:** 71620.392700

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

- **3-Month:** 51462.282400 | **1-Year:** 85798.733800 | **5-Year:** 307408.126700 | **10-Year:** 175751.522900 | **30-Year:** 3290.891700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026680 | 1.08%                | 1.25%                | -3.39%               |
| Class ID C000026682 | 1.01%                | 1.19%                | -3.45%               |
| Class ID C000064161 | 1.10%                | 1.27%                | -3.37%               |
| Class ID C000200456 | 1.09%                | 1.26%                | -3.37%               |
| Class ID C000026678 | 1.11%                | 1.27%                | -3.36%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6681091.79              | $18183955.76                               |
| Month 2  | $901697.07               | $15871863.84                               |
| Month 3  | $1041350.45              | $-116169063.76                             |

**Designated Index Information**

- **Index Name:** JP Morgan EMBI Global Composite Index

- **Index Identifier:** JPEGCOMP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4200000 | PA      | $2522100.00   | 0.08%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 10/42 5.25        | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4100000 | PA      | $3632288.81   | 0.12%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM39 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $73469.96     | 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      | $1834.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 01/41 5.3               | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1023960.00   | 0.03%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-59.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-41862.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/36 4.875               | CUSIP: ACI381P50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9000000 | PA      | $10149763.51  | 0.33%             | 2036-05-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2961824.42  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/38 7.696            | CUSIP: V342A3BY9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5600000 | PA      | $5419046.92   | 0.18%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-18029.02    | -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      | $-1743.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 04/32 5.375          | CUSIP: P5015VAK2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $495500.00    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-45180.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/70 3.5             | CUSIP: ACI1SY495<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3200000 | PA      | $1915154.69   | 0.06%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/55 6.65            | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     4500000 | PA      | $4681800.00   | 0.15%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260818                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-32913.23    | -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      | $-10302.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 03/19/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-3025733.99  | -0.10%            |  |  |  | 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      | $-3561.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                                                             | MAYFLOWER RE LTD UNSECURED 144A 07/30 VAR                    | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253250.00    | 0.01%             | 2030-07-08      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 03/33 9.375                  | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5600000 | PA      | $5546968.50   | 0.18%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-16205.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 04/34 8.125                  | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      858000 | PA      | $980199.74    | 0.03%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-65216.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN GOVT                                                                   | BENIN SUKUK SA SR UNSECURED 144A 01/33 6.2                   | CUSIP: 08205RAA4<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     3500000 | PA      | $3252500.86   | 0.11%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/36 6               | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2300000 | PA      | $2390505.00   | 0.08%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-766783.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                                                | ARGENT SECURITIES INC. ARSI 2006 M1 A1                       | CUSIP: 04012MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      497426 | PA      | $455743.72    | 0.01%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20261120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-20037.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                         | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/54 5.125           | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     6000000 | PA      | $5174837.82   | 0.17%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2283.87      | 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      | $-365.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-71107.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 07/39 6.75                         | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3700000 | PA      | $4277073.48   | 0.14%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13           | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78187 | PA      | $38526.34     | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | CBB INTL SUKUK PROG WLL SR UNSECURED 144A 09/34 6.124        | CUSIP: 124808AD8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     6100000 | PA      | $5827269.73   | 0.19%             | 2034-09-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-80370.18    | -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        |     7350000 | PA      | $565682.00    | 0.02%             | 2032-02-10      | Fixed         | 9.10%                 | 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      | $-485626.05   | -0.02%            |  |  |  | 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        |   179600000 | PA      | $3123819.85   | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                          | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2      | CUSIP: ACI10P0K3<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1900000 | PA      | $1865047.71   | 0.06%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260430                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-36322.22    | -0.00%            |  |  |  | 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      | $-15316.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)                     | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       13778 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                         | BIOCEANICO SOVEREIGN SR SECURED REGS 06/34 0.00000           | CUSIP: G11176AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2067290 | PA      | $1688314.07   | 0.06%             | 2034-06-05      | None          | 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      | $-18189.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3130883 | PA      | $1646844.46   | 0.05%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 08/28 1.539                      | CUSIP: ACI1V35Q0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $551314.80    | 0.02%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/53 6.338               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      299000 | PA      | $278817.50    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM38 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-43015.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/51 8.875        | CUSIP: ACI1WVNY0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      800000 | PA      | $716006.02    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360503 NIGERIA OMO BILL                                   | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  8457300000 | PA      | $5315543.35   | 0.17%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD HUF BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-8837.15     | -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      | $438.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4331666 | PA      | $-4336719.70  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/31 3.75        | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2550000 | PA      | $2319087.30   | 0.08%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.15500 10/02/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $123149.76    | 0.00%             |  |  |  | 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      | $75322.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7711186 | PA      | $-7751699.29  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                                                | ICL GROUP LIMITED SR UNSECURED 144A REGS 05/38 6             | CUSIP: M5R07DAG5<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |     2919000 | PA      | $2991394.85   | 0.10%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 09/32 4.875             | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $1847800.00   | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    18436375 | PA      | $15484250.82  | 0.51%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 03/33 1.1                 | CUSIP: ACI1TXS33<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3800000 | PA      | $3536141.12   | 0.12%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85              | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $293535.00    | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2016-1                               | JP MORGAN REREMIC JPMRR 2016 1 A1 144A                       | CUSIP: 46647AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35601 | PA      | $35086.86     | 0.00%             | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260805                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-128708.53   | -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      | $25516.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                     | ORLEN SA SR UNSECURED 144A 01/35 6                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     2100000 | PA      | $2143501.58   | 0.07%             | 2035-01-30      | Fixed         | 6.00%                 | 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      | $-7973.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSAB MORTGAGE BACKED TR 2006-2                                               | CSAB MORTGAGE BACKED TRUST CSAB 2006 2 A6A                   | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140635 | PA      | $37485.39     | 0.00%             | 2036-09-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260416                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $93514.44     | 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      | $-30624.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-243512.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED REGS 02/31 9.75               | CUSIP: ACI2MWJ22<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     7200000 | PA      | $7398811.51   | 0.24%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 10/42 5.25        | CUSIP: 71568PAB5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2500000 | PA      | $2214810.25   | 0.07%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                | GACI FIRST INVESTMENT COMPANY GUAR REGS 02/35 4.875          | CUSIP: ACI2CXFB5<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     7000000 | PA      | $6741624.82   | 0.22%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.385 08/27/25-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-130566.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6            | CUSIP: ACI1WVL30<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    21600000 | PA      | $21594597.62  | 0.71%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                             | DP WORLD LTD UAE SR UNSECURED 144A 07/37 6.85                | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $264911.25    | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY LIMITED                                                | TRANSJAMAICAN HIGHWAY SR SECURED REGS 10/36 5.75             | CUSIP: P92649AA3<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |      247125 | PA      | $228590.19    | 0.01%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                             | PAMPA ENERGIA SA SR UNSECURED 144A 12/34 7.875               | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     3700000 | PA      | $3828205.00   | 0.13%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                     | ORLEN SA SR UNSECURED REGS 01/35 6                           | CUSIP: ACI2TG8V8<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      600000 | PA      | $612429.02    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND SR UNSECURED 04/53 5.5                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5100000 | PA      | $4737358.89   | 0.15%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 01/33 2.739           | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      800000 | PA      | $704600.00    | 0.02%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN GOVT                                                              | REPUBLIC OF KAZAKHSTAN SR UNSECURED REGS 10/30 4.412         | CUSIP: ACI34GXW3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     4400000 | PA      | $4313675.61   | 0.14%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                                     | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1               | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |     2925000 | PA      | $3372974.35   | 0.11%             | 2027-08-23      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20310114                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $64677.46     | 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      | $-21311.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2               | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105560 | PA      | $71062.57     | 0.00%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260713                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-493.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/31 7.375        | CUSIP: ACI1WVNF1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     3500000 | PA      | $3243997.23   | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1113625 | PA      | $-1113840.92  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                         | DAE SUKUK DIFC LTD SR UNSECURED 144A 10/30 4.5               | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     4600000 | PA      | $4398808.14   | 0.14%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                            | UZBEKNEFTEGAZ SR UNSECURED REGS 11/28 4.75                   | CUSIP: ACI21QDZ1<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     2900000 | PA      | $2777548.46   | 0.09%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC SR UNSECURED REGS 01/33 6.5                     | CUSIP: Y8085FBL3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     1200000 | PA      | $1306516.36   | 0.04%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.50000 11/25/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $21629.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      171160 | PA      | $168264.00    | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260729                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $30945.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.28000 03/19/26-10Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-30612.12    | -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      | $2983.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-20440.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-635233.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-70010.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BPS                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $19348.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BSS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $53244.08     | 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      | $-1450.22     | -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      | $-260630.32   | -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      | $-25.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/47 5.25        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    14100000 | PA      | $12216324.60  | 0.40%             | 2047-05-15      | Fixed         | 5.25%                 | 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      | $-2711.16     | -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      | $262268.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                                   | STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333          | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     7740000 | PA      | $7793508.86   | 0.25%             | 2028-02-15      | Fixed         | 5.33%                 | 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        |    66800000 | PA      | $3866292.49   | 0.13%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                        | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     3500000 | PA      | $3547950.00   | 0.12%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1400000 | PA      | $1488480.00   | 0.05%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                          | FONDO MIVIVIENDA SA SR UNSECURED 144A 03/31 5.4              | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |     2400000 | PA      | $2403000.00   | 0.08%             | 2031-03-31      | Fixed         | 5.40%                 | 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        |     1137466 | PA      | $22749.32     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                              | BANK BANK 2018 BN15 A4                                       | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3191792.96   | 0.10%             | 2061-11-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 01/30 3.68                       | CUSIP: N7163RAA1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $473733.80    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875                 | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    15500000 | PA      | $10913720.04  | 0.36%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED REGS 02/38 VAR            | CUSIP: ACI2SS6R4<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      600000 | PA      | $531593.17    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3356373 | PA      | $-3374052.66  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1243561 | PA      | $-1243785.95  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED REGS 01/37 1.5                | CUSIP: ACI2RH5P4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2600000 | PA      | $1364865.37   | 0.04%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SHORT EURO-BTP FU JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        1907 | NC      | $-1083481.92  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375         | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     8300000 | PA      | $9030510.98   | 0.29%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $311.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO110626                                   | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  3899406000 | PA      | $2710409.97   | 0.09%             | 2026-06-11      | None          | 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      | $-934.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                               | BOI FINANCE BV GOVT GUARANT REGS 02/27 7.5                   | CUSIP: ACI23L9D4<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |     3100000 | PA      | $3655514.85   | 0.12%             | 2027-02-16      | Fixed         | 7.50%                 | 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      | $-18181.45    | -0.00%            |  |  |  | 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      | $-11798.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP MYI                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $85034.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-10XS                                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1              | CUSIP: 61751MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47309 | PA      | $26482.83     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                                         | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1            | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      121322 | PA      | $117207.39    | 0.00%             | 2036-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45        | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6100000 | PA      | $3779246.64   | 0.12%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                          | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2302850 | PA      | $2375044.35   | 0.08%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET SOC LTD 2015 ZAR TERM LOAN                          | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    44000000 | PA      | $2566343.64   | 0.08%             | 2028-03-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/33 9.45          | CUSIP: ACI2TK2X1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3900000 | PA      | $4106727.96   | 0.13%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | FINANCE MINISTRY ANGOLA 2026 TERM LOAN                       | CUSIP: BA000XHN6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | LON              | NUSS              | US        |     4700000 | PA      | $4708383.20   | 0.15%             | 2027-02-16      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-25505.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                    | BANCO DEL ESTADO  CHILE BANCO DEL ESTADO  CHILE              | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     2900000 | PA      | $3055353.00   | 0.10%             | 2029-05-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375                | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1125000 | PA      | $1123458.75   | 0.04%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1041.54      | 0.00%             |  |  |  | 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        |     1010058 | PA      | $1313.08      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                              | ANTOFAGASTA PLC SR UNSECURED 144A 05/34 6.25                 | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2716758.20   | 0.09%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PANAMA LA BP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2839.71     | -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      | $620.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 01/55 6.78                     | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     7900000 | PA      | $8386008.00   | 0.27%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG46 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-26391.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1                                       | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2            | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6434097 | PA      | $1747352.79   | 0.06%             | 2037-01-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 09/35 6                            | CUSIP: ACI2Y0JM5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3300000 | PA      | $3353860.72   | 0.11%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/20/23-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-116370.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125       | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3100000 | PA      | $2422115.25   | 0.08%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.37000 10/09/23-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $94180.62     | 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      | $-38572.30    | -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      | $26266.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/52 6.75                         | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1500000 | PA      | $1551145.38   | 0.05%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR7                                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1             | CUSIP: 45670CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100617 | PA      | $31268.58     | 0.00%             | 2037-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260403                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-20082.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-12687.09    | -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      | $-3488.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 07/28 6                 | CUSIP: P3579ECB1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    16400000 | PA      | $16552520.00  | 0.54%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/31 2.125                        | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4000000 | PA      | $3396785.00   | 0.11%             | 2031-09-22      | Fixed         | 2.12%                 | 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      | $95020.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                 | YINSON BORONIA PRODUCTIO SR SECURED REGS 07/42 8.947         | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      582876 | PA      | $636232.47    | 0.02%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-358463.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                | GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25           | CUSIP: ACI2MLG86<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     9500000 | PA      | $9437207.28   | 0.31%             | 2034-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 08/54 5.875                    | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9700000 | PA      | $9375050.00   | 0.31%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ABU DHABI GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $68256.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4707772 | PA      | $-4732441.65  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                            | BANCO MERCANTIL DE NORTE JR SUBORDINA REGS VAR               | CUSIP: P1400MAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      700000 | PA      | $725028.50    | 0.02%             | 2030-10-14      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                 | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      700000 | PA      | $200026.72    | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-35553.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/47 8.5           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2000000 | PA      | $1729263.84   | 0.06%             | 2047-01-31      | Fixed         | 8.50%                 | 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        |     5500000 | PA      | $6551451.52   | 0.21%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-193774.27   | -0.01%            |  |  |  | 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      | $82115.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PHILIPPINES AS SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $38671.68     | 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      | $-3682.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360438 NIGERIA OMO BILL                                   | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  8800800000 | PA      | $5548304.00   | 0.18%             | 2027-01-14      | 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      | $-179747.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $852.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 TRUST                                                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A          | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1447645 | PA      | $1285513.06   | 0.04%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125             | CUSIP: ACI1MBV00<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      800000 | PA      | $915442.62    | 0.03%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-56                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1             | CUSIP: 12668AHE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       67932 | PA      | $63122.65     | 0.00%             | 2035-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-17658.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | BONOS DE TESORERIA SR UNSECURED 08/34 5.4                    | CUSIP: ACI1CNG93<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2000000 | PA      | $546050.17    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $685.64       | 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      | $8402.91      | 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      | $123122.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.63600 02/09/26-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-155872.90   | -0.01%            |  |  |  | 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        |    10000000 | PA      | $11617950.93  | 0.38%             | 2027-03-05      | Floating      | 5.18%                 | No            |                  3 | On Loan: No      |
| BENIN GOVT                                                                   | BENIN INTL GOV BOND SR UNSECURED REGS 01/52 6.875            | CUSIP: BMT76RII1<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      500000 | PA      | $494484.28    | 0.02%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 03/36 9.5                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2500000 | PA      | $2452853.70   | 0.08%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A             | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1747 | PA      | $1666.51      | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3660.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                       | ENGIE ENERGIA CHILE SA SR UNSECURED 144A 04/34 6.375         | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1200000 | PA      | $1247385.60   | 0.04%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY LIMITED                                                | TRANSJAMAICAN HIGHWAY SR SECURED 144A 10/36 5.75             | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |     1359185 | PA      | $1257246.06   | 0.04%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-4                                        | TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6                 | CUSIP: 872224AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      567811 | PA      | $13621.23     | 0.00%             | 2036-09-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-16666.09    | -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      | $14412.65     | 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      | $16396.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                                               | BULGARIA SR UNSECURED REGS 03/37 5                           | CUSIP: ACI2QXXD6<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     7000000 | PA      | $6769368.48   | 0.22%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/36 5.45        | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3500000 | PA      | $3352297.17   | 0.11%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4385.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZERBAIJAN REPUBLIC                                      | STATE OIL COMNY OF AZE REBLC 2025 TERM LOAN                  | CUSIP: BA000Y6L0<br>LEI: 2549002HARR1VE257O76 | Long             | LON              | CORP              | AZ        |     1900000 | PA      | $1900000.00   | 0.06%             | 2030-07-22      | Floating      | 6.20%                 | No            |                  3 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      949008 | PA      | $802169.54    | 0.03%             | 2030-01-03      | None          | 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        |    36297474 | PA      | $2850195.45   | 0.09%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                          | ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25          | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      864500 | PA      | $755827.00    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-16260.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR2                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1             | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      654735 | PA      | $599613.87    | 0.02%             | 2036-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125             | CUSIP: ACI1MBVD2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     5820000 | PA      | $6659845.07   | 0.22%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | HSBC REVERSE REPO EUR ZCP                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -18363571 | PA      | $-21296300.61 | -0.70%            |  |  |  | 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      | $-66201.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3                | CUSIP: 17307GXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5607 | PA      | $5596.25      | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                                  | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $297937.42    | 0.01%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SURINAME GOVT                                                                | REPUBLIC OF SURINAME INT SR UNSECURED 144A 11/35 8.5         | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     1500000 | PA      | $1547782.50   | 0.05%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $572.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-40512.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-7055.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 09/43 7.375                        | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      900000 | PA      | $818367.12    | 0.03%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $10619.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD (CFE)                                       | COMISION FEDERAL DE ELEC SR UNSECURED 144A 01/51 6.5         | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2500000 | PA      | $2412500.00   | 0.08%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-15Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $148581.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.30000 10/03/23-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $76319.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 12/99 5.75                | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10300000 | PA      | $8403255.00   | 0.27%             | 2099-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                           | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746             | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     2500000 | PA      | $2494944.00   | 0.08%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                                  | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1853000 | PA      | $1842704.60   | 0.06%             | 2026-05-26      | None          | 0.00%                 | 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        |     1800000 | PA      | $2066237.15   | 0.07%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                | CITRUS RE LTD UNSECURED 144A 06/33 VAR                       | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.01%             | 2033-06-07      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BENIN EM SP CBK                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-818.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260720                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-51396.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-171512.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AVENIR ISSUER III (IRELAND) DESIGNATED ACTIVITY COMPANY                      | AVENIR ISSUER III IRLND UNSECURED 03/27 6                    | CUSIP: ACI2R9GQ8<br>LEI: 8945005RPC7GAZ20LN46 | Long             | DBT              | NUSS              | IE        |     1664944 | PA      | $1643745.06   | 0.05%             | 2027-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | CBB INTL SUKUK PROG WLL SR UNSECURED 144A 02/34 5.8735       | CUSIP: 124808AC0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2300000 | PA      | $2145433.54   | 0.07%             | 2034-02-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 09/33 6.5               | CUSIP: ACI2CH2B4<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3800000 | PA      | $3969820.18   | 0.13%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                             | VEDANTA RESOURCES COMPANY GUAR 144A 07/30 9.475              | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1318025.20   | 0.04%             | 2030-07-24      | Fixed         | 9.47%                 | 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        |   136000000 | PA      | $7670140.49   | 0.25%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-461035.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG BRANCH                                            | BANGKOK BANK PCL/HK SR UNSECURED 144A 11/35 5.082            | CUSIP: 059895AZ5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     6100000 | PA      | $5983946.16   | 0.20%             | 2035-11-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 01/50 3.375                        | CUSIP: ACI1J86R0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $2814818.92   | 0.09%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6500000 | PA      | $6402967.74   | 0.21%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625          | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      700000 | PA      | $491820.00    | 0.02%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-26.44       | -0.00%            |  |  |  | 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        |    36200000 | PA      | $2013358.59   | 0.07%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/47 4.625       | CUSIP: M6320UAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1400000 | PA      | $1154732.85   | 0.04%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2                  | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      824000 | PA      | $592252.03    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | 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        |     1943881 | PA      | $31588.07     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | 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      | $-471.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 01/35 10                      | CUSIP: ACI2MBMS7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    82600000 | PA      | $13373886.98  | 0.44%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-41378.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6476.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED REGS 06/55 6.375           | CUSIP: ACI2XGJ17<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3900000 | PA      | $3886303.36   | 0.13%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED REGS 02/36 VAR               | CUSIP: ACI2QXZ69<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      600000 | PA      | $309600.00    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SDP7 PIMCO FXVAN CALL USD TRY 49.65000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -22899000 | NC      | $-78406.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA SR UNSECURED 03/33 3                    | CUSIP: ACI07ZL07<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2107408160 | PA      | $444445.05    | 0.01%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICD FUNDING LIMITED                                                          | ICD FUNDING LTD COMPANY GUAR REGS 04/26 3.223                | CUSIP: ACI1SC7G4<br>LEI: 635400ND71SBRGJJVF09 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $599306.10    | 0.02%             | 2026-04-28      | Fixed         | 3.22%                 | 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      | $-8229.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OMAN GOVT EM BP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-18084.12    | -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        |      505051 | PA      | $1010.10      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 06/55 6.2                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5900000 | PA      | $5931270.00   | 0.19%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260408                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $180176.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                                 | TURK IHRACAT KR BK SR UNSECURED 144A 07/28 6.875             | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2027294.06   | 0.07%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED REGS 07/29 VAR                | CUSIP: ACI2RH6H1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3500000 | PA      | $3345827.87   | 0.11%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 05/28 6.25              | CUSIP: ACI2CH2M0<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      300000 | PA      | $306372.02    | 0.01%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 03/48 6.625                    | CUSIP: ACI11JW62<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3600000 | PA      | $3593908.21   | 0.12%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 10/31 5.875                    | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2200000 | PA      | $2488580.20   | 0.08%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                 | CUSIP: ACI1MRTM0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1000000 | PA      | $756596.44    | 0.02%             | 2041-07-09      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 144A 01/44 6.75           | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2100000 | PA      | $2308657.43   | 0.08%             | 2044-01-15      | Fixed         | 6.75%                 | 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      | $105504.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-42.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA EUR TERM LOAN                             | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     8100000 | PA      | $9372399.76   | 0.31%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS HUF 5.93500 05/08/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-419009.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260721                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-24324.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/47 8.5           | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1296947.88   | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 04/49 4.625                        | CUSIP: ACI19YR67<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $871464.83    | 0.03%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUCI SECOND INVESTMENT COMPANY                                               | SUCI SECOND INVEST CO SR UNSECURED REGS 10/28 6              | CUSIP: ACI2KMM22<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |    10600000 | PA      | $10909677.09  | 0.36%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $95566.30     | 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      | $-92576.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TECPETROL SA                                                                 | TECPETROL S.A. SR UNSECURED 144A 11/30 7.625                 | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     3400000 | PA      | $3444370.00   | 0.11%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6038000 | PA      | $4624588.13   | 0.15%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $216.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX SA COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       15474 | NS      | $355902.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 11/48 3.375                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -8238000 | PA      | $-6458141.46  | -0.21%            | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 03/36 5.5                          | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4500000 | PA      | $4391220.51   | 0.14%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 02/30 7.143            | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $807486.55    | 0.03%             | 2030-02-23      | Fixed         | 7.14%                 | 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      | $-438049.08   | -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      | $106.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ESKOM GG LOAN SNR EM SP DUB                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $600973.15    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -6094894 | PA      | $-7065496.01  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-60815.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC COMPANY GUAR 144A 05/29 8.75         | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4061487.30   | 0.13%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 6.6               | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $801520.00    | 0.03%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND BONDS 02/30 4.875                         | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $920467.10    | 0.03%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.015 12/08/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-57547.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                               | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                      | CUSIP: 36779CAZ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.01%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.73000 08/03/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-5712.51     | -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      | $3383.68      | 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        |     7990000 | PA      | $3338222.00   | 0.11%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                 | PRIO LUX HLD SARL COMPANY GUAR 144A 10/30 6.75               | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     4400000 | PA      | $4285600.00   | 0.14%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260707                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $62715.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED REGS 02/36 5.8528        | CUSIP: ACI2Q4HT3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $602812.80    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                          | ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75        | CUSIP: ACI23Q596<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     3000000 | PA      | $2772236.79   | 0.09%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360529 NIGERIA OMO BILL                                   | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |  8486300000 | PA      | $5317619.66   | 0.17%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT                                                                   | DUBAI GOVT INT L BONDS SR UNSECURED REGS 09/50 3.9           | CUSIP: ACI1R22K3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $275204.38    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/55 6.875          | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3700000 | PA      | $3858175.00   | 0.13%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                         | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/44 6.45          | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     6700000 | PA      | $6758386.28   | 0.22%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                   | FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05            | CUSIP: ACI1V9JW9<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     2300000 | PA      | $2234715.90   | 0.07%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                               | NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875                 | CUSIP: ACI1FZB15<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $229967.41    | 0.01%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/54 6.4                 | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2200000 | PA      | $2065470.00   | 0.07%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125          | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      750000 | PA      | $714000.00    | 0.02%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 01/34 8.75             | CUSIP: ACI389084<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4700000 | PA      | $4624800.00   | 0.15%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                          | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75             | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1143949.49   | 0.04%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/55 7.375               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    26000000 | PA      | $27379300.00  | 0.89%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-198589.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -8395197 | PA      | $-8439418.88  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ORACLE CORPORATION SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $68020.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85                | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10652000 | PA      | $10703662.20  | 0.35%             | 2032-07-02      | Fixed         | 5.85%                 | 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      | $177.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5         | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    32700000 | PA      | $26629170.44  | 0.87%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP MYC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-13542.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 04/34 3.5                          | CUSIP: ACI19YWX2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $394584.15    | 0.01%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                             | DP WORLD LTD UAE SR UNSECURED REGS 09/49 4.7                 | CUSIP: ACI1FSW34<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      500000 | PA      | $393593.35    | 0.01%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $36861.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -179372 | PA      | $-208105.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    36420000 | PA      | $35673764.40  | 1.17%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR7                                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A            | CUSIP: 172987AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28034 | PA      | $26806.57     | 0.00%             | 2046-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                         | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                    | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      119436 | PA      | $174060.87    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2359.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-2                                                 | ARROYO MORTGAGE TRUST ARRW 2022 2 A1 144A                    | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1365516 | PA      | $1362816.23   | 0.04%             | 2057-07-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.17500 10/10/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $73523.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                 | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1225000 | PA      | $1142568.89   | 0.04%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $61.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                           | ORANGE SA SR UNSECURED 144A 01/33 4.75                       | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1285936.76   | 0.04%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/18/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $3050892.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                      | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    30100000 | PA      | $677445.57    | 0.02%             | 2026-08-19      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/34 5.75                 | CUSIP: ACI35CC95<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4700000 | PA      | $5132296.30   | 0.17%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG41 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-44046.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/39 4.25            | CUSIP: M8237RAA2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3100000 | PA      | $2671867.87   | 0.09%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                             | GERDAU TRADE INC COMPANY GUAR 06/35 5.75                     | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     3200000 | PA      | $3244000.00   | 0.11%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $146917.26    | 0.00%             |  |  |  | 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      | $-55499.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 01/31 9.244             | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      500000 | PA      | $506619.07    | 0.02%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 07/39 6.75                         | CUSIP: ACI2W14X7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3900000 | PA      | $4508266.64   | 0.15%             | 2039-07-11      | Fixed         | 6.75%                 | 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        |    42800000 | PA      | $744429.23    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-8                                         | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21              | CUSIP: 007036QH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52434 | PA      | $36846.62     | 0.00%             | 2035-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $34306.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP QUIPORT SA                                                              | CORPORACIAN QUIPORT SA SR SECURED 144A 12/37 9               | CUSIP: ACI34VGH2<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     3000000 | PA      | $3229500.00   | 0.11%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BOA                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1547.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED 144A 02/38 7.1               | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     6100000 | PA      | $5748185.73   | 0.19%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $107.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 09/30 5.375                        | CUSIP: ACI2Y0K92<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     5500000 | PA      | $5545116.06   | 0.18%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SEE1 PIMCO CDSOPT PUT USD 0.55 20260520                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   173952000 | NC      | $594037.38    | 0.02%             |  |  |  | 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      | $-2511.15     | -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        |    11796000 | PA      | $1027413.32   | 0.03%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                     | TRUST FIBRAUNO SR UNSECURED REGS 01/50 6.39                  | CUSIP: P9401CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      202000 | PA      | $181940.43    | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                                | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                       | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16295 | PA      | $11110.88     | 0.00%             | 2047-01-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 11/47 7.625            | CUSIP: ACI0Z1GQ0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1200000 | PA      | $1099769.53   | 0.04%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6414844 | PA      | $-6488347.17  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR              | CUSIP: ACI1Q6M72<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1280000 | PA      | $1000000.00   | 0.03%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | QATAR GOVT EM SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $12692.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -4773936 | PA      | $-5536351.10  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8             | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3900000 | PA      | $3400565.22   | 0.11%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                                    | CORPTB9D9                                                    | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2438525.40   | 0.08%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 03/31 7                           | CUSIP: ACI1YTYS4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7426300000 | PA      | $1554900.83   | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/60 4.8             | CUSIP: Y68856AW6<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1330000 | PA      | $1159679.93   | 0.04%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 10/41 4.65           | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $838565.00    | 0.03%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                                | TRINIDAD GEN UNLTD SR UNSECURED 144A 06/33 7.75              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     1600000 | PA      | $1671840.00   | 0.05%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED REGS 07/64 5.875           | CUSIP: ACI2Q1F20<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1000000 | PA      | $911751.25    | 0.03%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4           | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4900000 | PA      | $3355968.84   | 0.11%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $80248.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 04/30 7.375                | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     7800000 | PA      | $8105214.00   | 0.26%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/53 5           | CUSIP: ACI2C95J2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $169485.60    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR              | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    10639000 | PA      | $9354340.75   | 0.31%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-116007.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.25000 04/18/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $220229.99    | 0.01%             |  |  |  | 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      | $87179.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25              | CUSIP: ACI1V9FP8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1900000 | PA      | $1799187.31   | 0.06%             | 2028-01-25      | Fixed         | 4.25%                 | 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        |     7030000 | PA      | $7008580.43   | 0.23%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-345925.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/48 9.375             | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      700000 | PA      | $622266.73    | 0.02%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 03/57 7.875                  | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8300000 | PA      | $9655307.00   | 0.32%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 05/41 2.25                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -6000000 | PA      | $-4374726.54  | -0.14%            | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-304.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                           | CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75             | CUSIP: G2583XAB7<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $367439.97    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      139270 | NS      | $3203210.00   | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                            | LIMA METRO LINE 2 FIN LT SR SECURED 144A 04/36 4.35          | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      150054 | PA      | $142740.15    | 0.00%             | 2036-04-05      | Fixed         | 4.35%                 | 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        |     7600000 | PA      | $8806422.83   | 0.29%             | 2026-08-11      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/18/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $605112.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 06/41 6.5                   | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    17100000 | PA      | $14435903.79  | 0.47%             | 2041-06-02      | Fixed         | 6.50%                 | 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        |    20070000 | PA      | $15715612.80  | 0.51%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                           | SANDERS RE III LTD UNSECURED 144A 06/29 VAR                  | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $252875.00    | 0.01%             | 2029-06-05      | Floating      | 11.26%                | 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      | $126944.72    | 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      | $-3884.45     | -0.00%            |  |  |  | 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      | $-2844.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                    | EAGLE FUNDING LUXCO SARL SR UNSECURED REGS 08/30 5.5         | CUSIP: L2660VAA3<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    22600000 | PA      | $22746900.00  | 0.74%             | 2030-08-17      | Fixed         | 5.50%                 | 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        |  1987500000 | PA      | $4273195.86   | 0.14%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 11/51 5.875                        | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     8100000 | PA      | $5710825.38   | 0.19%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | DOMINICAN REPUBLIC LA SP MYC                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-20453.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 03/36 6.7         | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2100000 | PA      | $2162265.34   | 0.07%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                          | RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75             | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      119521 | PA      | $122220.91    | 0.00%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260611                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-29730.15    | -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      | $2870458.03   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $763.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2003.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/43 4.375                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $472099.61    | 0.02%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                         | PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/44 6.45          | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $201742.87    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2592.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 01/27 5.95              | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6900000 | PA      | $6952785.00   | 0.23%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.51070 11/13/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-132820.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                      | RUTAS 2 + 7 FINANCE LTD SR SECURED REGS 09/36 0.00000        | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2288999 | PA      | $1751084.58   | 0.06%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                 | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     1597782 | PA      | $1570119.76   | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/20/23-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $19228.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.73500 08/07/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-5507.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/54 6.25        | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     3600000 | PA      | $3567529.98   | 0.12%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    58800950 | PA      | $39455437.45  | 1.29%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -1594005 | PA      | $-1847619.90  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                      | RUTAS 2 + 7 FINANCE LTD SR SECURED 144A 09/36 0.00000        | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1890000 | PA      | $1445849.65   | 0.05%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                   | FORTUNE STAR BVI LTD COMPANY GUAR REGS 10/26 3.95            | CUSIP: ACI1YV0X5<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1800000 | PA      | $2067156.83   | 0.07%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                | FRESNILLO PLC SR UNSECURED REGS 10/50 4.25                   | CUSIP: G371E72B2<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1519440.40   | 0.05%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75                  | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    34400000 | PA      | $25765978.40  | 0.84%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CAD SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-1294.51     | -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      | $-21319.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                               | ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5             | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     4600000 | PA      | $4412992.43   | 0.14%             | 2054-04-30      | Fixed         | 5.50%                 | 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      | $12626.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED 144A 09/33 6.5               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3600000 | PA      | $3760882.27   | 0.12%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS BANK REV REPO REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | ZA        |  -493903590 | PA      | $-29199079.69 | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                     | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   332500000 | PA      | $5989451.22   | 0.20%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1            | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3019 | PA      | $2967.97      | 0.00%             | 2035-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/33 9.45          | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4700000 | PA      | $4949133.70   | 0.16%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-115555.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1192148 | PA      | $553156.67    | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RUWAIS POWER COMPANY PJSC                                                    | RUWAIS POWER CO PJSC SR SECURED 144A 08/36 6                 | CUSIP: 78348BAA0<br>LEI: 635400CH1S8AGGXHLZ09 | Long             | DBT              | CORP              | AE        |      420000 | PA      | $420306.60    | 0.01%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                         | KALLPA GENERACION SA SR UNSECURED 144A 01/32 5.875           | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     1300000 | PA      | $1333800.00   | 0.04%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $75366.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-130195.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                            | IVANHOE MINES LTD COMPANY GUAR 144A 01/30 7.875              | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1922079.90   | 0.06%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260408                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $28335.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 09/55 6.75                         | CUSIP: ACI2Y0K84<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1300000 | PA      | $1320644.13   | 0.04%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-48385.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG43 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-334188.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.16500 09/27/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $86072.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 01/28 3.75                | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    16200000 | PA      | $15989319.00  | 0.52%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-106.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 05/28 6.125                        | CUSIP: ACI2C5SN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     8400000 | PA      | $8600893.06   | 0.28%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 03/38 5.125               | CUSIP: ACI30CT50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2700000 | PA      | $3017466.05   | 0.10%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260414                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $10836.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 02/33 6                 | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1172640.00   | 0.04%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 09/30 5.75                         | CUSIP: ACI2YN7N6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    13800000 | PA      | $13768261.24  | 0.45%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-436.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/31 4.75        | CUSIP: 71568PAZ2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3800000 | PA      | $3691587.18   | 0.12%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $461.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $38939.30     | 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      | $-18074.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.48000 03/11/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-5049.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 09/53 6.3                      | CUSIP: P3143NBR4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $602947.20    | 0.02%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 03/38 8                      | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2022000 | PA      | $2319941.70   | 0.08%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4632295 | PA      | $2482910.12   | 0.08%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED REGS 07/51 3.3                     | CUSIP: ACI1YZ032<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    24600000 | PA      | $15941146.12  | 0.52%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $387.86       | 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      | $-8963.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1746.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                          | MDGH GMTN RSC LTD COMPANY GUAR REGS 11/29 2.875              | CUSIP: ACI1GJC27<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |     2000000 | PA      | $1867739.60   | 0.06%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848           | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    13600000 | PA      | $13914985.66  | 0.45%             | 2055-04-03      | Fixed         | 5.85%                 | 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        |    14100000 | PA      | $780967.30    | 0.03%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 04/32 8.75              | CUSIP: ACI24WFG5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4900000 | PA      | $4764357.66   | 0.16%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 06/27 VAR                      | CUSIP: ACI2P60F7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   137100000 | PA      | $3091193.84   | 0.10%             | 2027-06-16      | Floating      | 39.40%                | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 08/50 4.027                      | CUSIP: N7163RAD5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $402250.93    | 0.01%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT        | INDO ASAHAN/MINERAL IND SR UNSECURED REGS 05/30 5.45         | CUSIP: Y7140WAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    10800000 | PA      | $10931932.80  | 0.36%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 10/33 7.875              | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2900000 | PA      | $2694635.98   | 0.09%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-23565.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                             | GUARA NORTE SARL SR SECURED REGS 06/34 5.198                 | CUSIP: L4R02QAA8<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |     8913465 | PA      | $8647166.32   | 0.28%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 09/33 6.375                        | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2800000 | PA      | $3331594.93   | 0.11%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-OPT2                                          | MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A2              | CUSIP: 57643LEV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120468 | PA      | $105181.30    | 0.00%             | 2034-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-31513.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                 | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1242975 | PA      | $855788.04    | 0.03%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NC QAZAQGAZ  JSC                                                             | QAZAQGAZ NC JSC COMPANY GUAR REGS 09/27 4.375                | CUSIP: ACI0XVK65<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     1000000 | PA      | $993120.03    | 0.03%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 01/36 6.44                     | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     7800000 | PA      | $8226293.40   | 0.27%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                                         | SONANGOL FINANCE LTD COMPANY GUAR 144A 01/31 10              | CUSIP: ACI387RK2<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |    12600000 | PA      | $12565348.61  | 0.41%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3555.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-45865.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 05/32 5.25                         | CUSIP: ACI2P7GJ0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $1712536.58   | 0.06%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/28 4.3              | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6100000 | PA      | $5974527.39   | 0.20%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260428                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-35736.93    | -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      | $14110.67     | 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      | $108202.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 03/38 4.46                | CUSIP: ACI38QXW7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     7000000 | PA      | $7672730.26   | 0.25%             | 2038-03-04      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                 | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947         | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     3594402 | PA      | $3923433.56   | 0.13%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED REGS 03/33 VAR            | CUSIP: ACI2SS6H6<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      600000 | PA      | $502248.00    | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-19362.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                 | SK HYNIX INC SR UNSECURED 144A 01/33 6.5                     | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     6300000 | PA      | $6859210.87   | 0.22%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/30 5.375                        | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      900000 | PA      | $907382.63    | 0.03%             | 2030-09-26      | Fixed         | 5.38%                 | 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        |     6000000 | PA      | $6092035.73   | 0.20%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25              | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1400000 | PA      | $1413550.71   | 0.05%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1751.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $8803.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                            | INRETAIL CONSUMER SR SECURED 144A 03/28 3.25                 | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     4100000 | PA      | $3944821.23   | 0.13%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 05/37 5.625                        | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4200000 | PA      | $4573539.81   | 0.15%             | 2037-05-30      | Fixed         | 5.62%                 | 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      | $65756.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 02/34 4                                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -300000 | PA      | $-295968.75   | -0.01%            | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                          | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 09/31 3.45        | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      382000 | PA      | $347211.03    | 0.01%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LIMITED                                                         | IIFL FINANCE LTD SR SECURED 144A 07/28 8.75                  | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     3800000 | PA      | $3850203.05   | 0.13%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/2.2* 9/21/23-23Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $242944.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS BANK REPO REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | ZA        |   493903590 | PA      | $29188363.15  | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 02/34 3.75                         | CUSIP: ACI23CJJ0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $200091.54    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA HULU ENERGI                                                     | PERTAMINA HULU ENERGI PT SR UNSECURED 144A 05/30 5.25        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     9900000 | PA      | $9932913.94   | 0.32%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $74.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                 | RUSSIAN FEDERATION SR UNSECURED 144A 03/30 VAR               | CUSIP: 78307ACZ4<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      110000 | PA      | $73150.00     | 0.00%             | 2030-03-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 01/31 6.5                         | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 64943835158 | PA      | $16951178.04  | 0.55%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                            | LIMA METRO LINE 2 FIN LT SR SECURED REGS 04/36 4.35          | CUSIP: G54897AB2<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     2325830 | PA      | $2212472.38   | 0.07%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LIMITED                                                         | IIFL FINANCE LTD SR SECURED REGS 07/28 8.75                  | CUSIP: Y3R78RET8<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     8500000 | PA      | $8612296.31   | 0.28%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11850000 | PA      | $9341981.87   | 0.31%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875             | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3600000 | PA      | $3016620.00   | 0.10%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR            | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     4600000 | PA      | $4474907.28   | 0.15%             | 2030-09-10      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | EMPRESA DE LOS FERROCARR SR UNSECURED REGS 08/50 3.068       | CUSIP: P3742RAW0<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $124693.16    | 0.00%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2759.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                             | VEDANTA RESOURCES COMPANY GUAR 144A 04/33 9.85               | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1438352.15   | 0.05%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 10/35 3.875                        | CUSIP: BZ163ZII9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1800000 | PA      | $1761813.95   | 0.06%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/35 6                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2000000 | PA      | $2032642.86   | 0.07%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                              | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16719 | PA      | $15204.96     | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/30 8.625         | CUSIP: ACI2TK385<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     6900000 | PA      | $7142922.16   | 0.23%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-39058.77    | -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      | $-3372.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                                 | LEBANESE REPUBLIC SR UNSECURED REGS 03/27 6.85               | CUSIP: 931GZRII4<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     4300000 | PA      | $1024303.00   | 0.03%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 09/60 5.25             | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     7300000 | PA      | $6653512.00   | 0.22%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP (AFC)                                                    | AFRICA FINANCE CORP SR UNSECURED 08/31 2.87                  | CUSIP: ACI2RC6C3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | N/A       |      200000 | PA      | $176956.67    | 0.01%             | 2031-08-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                     | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   790100000 | PA      | $14153120.85  | 0.46%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7368.56      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RWANDA GOVT                                                                  | REPUBLIC OF RWANDA SR UNSECURED REGS 08/31 5.5               | CUSIP: ACI1ZMSB2<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     1200000 | PA      | $1077231.94   | 0.04%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 10/35 9.875             | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1300000 | PA      | $1306062.80   | 0.04%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/48 5.6             | CUSIP: P75744AF2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $184760.00    | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | 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      | $-309921.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 01/39 9.25             | CUSIP: ACI389068<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     7800000 | PA      | $7669350.00   | 0.25%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5               | CUSIP: ACI1CRTF6<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     7100000 | PA      | $7496014.63   | 0.24%             | 2029-06-26      | Fixed         | 1.50%                 | 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      | $1769.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1+24/9.76* 12/24/25-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-50593.32    | -0.00%            |  |  |  | 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        |     8890000 | PA      | $4089400.00   | 0.13%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-254632.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260713                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-10939.01    | -0.00%            |  |  |  | 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        | 16023000000 | PA      | $2451423.49   | 0.08%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2012-RR3                                                      | BCAP LLC TRUST BCAP 2012 RR3 2A8 144A                        | CUSIP: 05539BAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1661946 | PA      | $1502179.81   | 0.05%             | 2037-05-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                     | AZUL SECURED FINANCE LLP SR SECURED 144A 02/31 9.875         | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4395000.00   | 0.14%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    21200000 | PA      | $18372401.24  | 0.60%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                      | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    13300000 | PA      | $299297.51    | 0.01%             | 2026-05-20      | Floating      | 39.64%                | 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      | $-8313.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                                            | KERNEL HOLDING SA COMPANY GUAR REGS 10/27 6.75               | CUSIP: ACI1SBB30<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1453548.09   | 0.05%             | 2027-10-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2007-AR7                                       | INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1             | CUSIP: 45670NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423478 | PA      | $348849.17    | 0.01%             | 2037-11-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 11/54 9.65         | CUSIP: P01012CH7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      300000 | PA      | $318960.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260506                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $12943.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENA NORTE TRUST                                                              | ENA NORTE TRUST PASS THRU CE 144A 04/28 4.95                 | CUSIP: 29248DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      416149 | PA      | $410821.94    | 0.01%             | 2028-04-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR19                                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1             | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60240 | PA      | $48144.47     | 0.00%             | 2035-10-25      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED REGS 07/31 2.25                    | CUSIP: ACI1YYZZ6<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    12100000 | PA      | $10665375.60  | 0.35%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-1749.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GAS CO OF TRINIDAD & TOBAGO LTD                                     | NATIONAL GAS CO SR UNSECURED REGS 01/36 6.05                 | CUSIP: P70809AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     2000000 | PA      | $1842260.00   | 0.06%             | 2036-01-15      | Fixed         | 6.05%                 | 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      | $-22756.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 09/51 8.75          | CUSIP: ACI20PYL2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $967330.08    | 0.03%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED REGS 02/29 VAR               | CUSIP: ACI2QXWR6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3800000 | PA      | $2679000.00   | 0.09%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVT SUKUK SR UNSECURED 144A 06/50 3.8             | CUSIP: 71567PAQ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $214875.00    | 0.01%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-118800.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG            | CUSIP: 952NPJ000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $700000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $127983.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                     | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/33 3.5          | CUSIP: ACI1S0N15<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1885000 | PA      | $1693707.66   | 0.06%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                               | EPH FINANCING INTERNATIONAL 08/29 5                          | CUSIP: ACI2P88J7<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     4500000 | PA      | $5481687.09   | 0.18%             | 2029-08-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                         | CUSIP: ACI2ZFX45<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2399000000 | PA      | $1731592.36   | 0.06%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20261013                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $232603.91    | 0.01%             |  |  |  | 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        |     1273992 | PA      | $1275536.21   | 0.04%             | 2035-12-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $22653.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                             | DP WORLD LTD UAE SR UNSECURED REGS 07/37 6.85                | CUSIP: M2851HAA2<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1600000 | PA      | $1695432.00   | 0.06%             | 2037-07-02      | Fixed         | 6.85%                 | 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        |     2490000 | PA      | $1195200.00   | 0.04%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LATVIA GOVT                                                                  | REPUBLIC OF LATVIA REPUBLIC OF LATVIA                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     4600000 | PA      | $4641286.79   | 0.15%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | POLAND GOVT EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $38818.98     | 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      | $86263.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375                | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6900000 | PA      | $7144743.00   | 0.23%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-110703.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-SCHATZ FUT   JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -846 | NC      | $1002431.55   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-9.49        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5         | CUSIP: B1VXHCII8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2863000 | PA      | $963972.10    | 0.03%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                           | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2         | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      414247 | PA      | $409184.64    | 0.01%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DELEK DRILLIN (LEVIATHAN BOND LTD)                                           | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: ACI1PZ1S6<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     4600000 | PA      | $4602924.22   | 0.15%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260720                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $60725.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED 144A 06/29 1.5               | CUSIP: ACI1CRTD1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      600000 | PA      | $633466.02    | 0.02%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                                 | LEBANESE REPUBLIC SR UNSECURED REGS 05/34 8.25               | CUSIP: ACI133870<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    10700000 | PA      | $2587260.00   | 0.08%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875        | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      600000 | PA      | $593577.99    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                          | EMPRESA NACIONAL DEL PET SR UNSECURED REGS 05/33 6.15        | CUSIP: P37110AS5<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $617551.80    | 0.02%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25000 03/20/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-173309.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | EMPRESA DE LOS FERROCARR SR UNSECURED REGS 09/61 3.83        | CUSIP: P3742RAX8<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      900000 | PA      | $608754.20    | 0.02%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BTP FUTURE   JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          27 | NC      | $-154733.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VEON AMSTERDAM BV                                                            | VEON AMSTERDAM TERM LOAN                                     | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |     5900000 | PA      | $5867842.52   | 0.19%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-248.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/2.50 9/15/23-23Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $131918.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LIMITED                                                      | MUTHOOT FINANCE LTD SR SECURED 144A 08/30 5.75               | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3700000 | PA      | $3553438.86   | 0.12%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED REGS 10/38 8.8                | CUSIP: ACI30VDM8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2100000 | PA      | $1934129.02   | 0.06%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/55 6.65            | CUSIP: P75744AT2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      600000 | PA      | $624240.00    | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                         | ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD                    | CUSIP: ACI2R1L89<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    12300000 | PA      | $10608417.53  | 0.35%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                   | FORTUNE STAR BVI LTD COMPANY GUAR REGS 05/26 5               | CUSIP: ACI1XRC53<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $1493921.91   | 0.05%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                | FRESNILLO PLC SR UNSECURED 144A 10/50 4.25                   | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $759720.20    | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | 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        |      384789 | PA      | $304106.49    | 0.01%             | 2036-10-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM7                                                               | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM7 A1 144A          | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1553641 | PA      | $1375926.62   | 0.04%             | 2066-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260520                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $21856.37     | 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      | $2426.40      | 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      | $-160525.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                                     | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2            | CUSIP: 251513BD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43294 | PA      | $37705.61     | 0.00%             | 2036-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 02/33 13.25                       | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 28770300000 | PA      | $7713665.42   | 0.25%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5358075 | PA      | $-5368717.02  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4507883 | PA      | $-4514456.59  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-30207.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 11/32 4.125                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -17100000 | PA      | $-17109351.65 | -0.56%            | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $329556.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CAD SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-4269.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 05/42 3.25                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7700000 | PA      | $6346785.14   | 0.21%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2403.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 02/50 4.375       | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1300000 | PA      | $961541.23    | 0.03%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVT                                                                | HONDURAS GOVERNMENT SR UNSECURED 144A 11/34 8.625            | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1200000 | PA      | $1349448.00   | 0.04%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1+24/9.23* 12/17/25-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $668452.44    | 0.02%             |  |  |  | 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      | $-2075.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED 144A 10/37 6.625             | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     4300000 | PA      | $3919293.31   | 0.13%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $32914.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                             | TENGIZCHEVROIL FIN CO IN SR SECURED 144A 08/30 3.25          | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $4623231.65   | 0.15%             | 2030-08-15      | Fixed         | 3.25%                 | 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      | $7128955.08   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625         | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $483572.54    | 0.02%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625          | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    21400000 | PA      | $15035640.00  | 0.49%             | 2047-06-19      | Fixed         | 5.62%                 | 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        | 66634000000 | PA      | $5464396.63   | 0.18%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000                  | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   375000000 | PA      | $8375805.84   | 0.27%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $854056.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/34 5.75        | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     3400000 | PA      | $3513062.51   | 0.11%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-484601.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3               | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      700000 | PA      | $597310.00    | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260430                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-15594.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260528                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7468.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/33 5.25              | CUSIP: ACI1V9H76<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     4000000 | PA      | $3535003.12   | 0.12%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/30 8.625         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      400000 | PA      | $414082.44    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $108.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DAC                          | REP OF ANGOLA(AVENIR IS) SR SECURED REGS 02/27 6.927         | CUSIP: ACI1KDXD8<br>LEI: 635400VEZIQKZPR7KU35 | Long             | DBT              | NUSS              | IE        |     6321429 | PA      | $6210812.43   | 0.20%             | 2027-02-19      | Fixed         | 6.93%                 | 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        |    11200000 | PA      | $200067.08    | 0.01%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                       | MINERA MEXICO SA DE CV SR UNSECURED 144A 01/50 4.5           | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     1600000 | PA      | $1281064.00   | 0.04%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 11/44 4.875                    | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      220000 | PA      | $186788.87    | 0.01%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/51 7             | CUSIP: ACI1V4LX5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     6000000 | PA      | $6500154.36   | 0.21%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-487.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                                     | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1            | CUSIP: 251513BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43294 | PA      | $37706.16     | 0.00%             | 2036-10-25      | Variable      | 6.37%                 | 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      | $-6744.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                               | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                      | CUSIP: 36779CAU0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.01%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1490906 | PA      | $-1507306.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOBIERNO DE LA PROVINCIA DE LA RIOJA                                         | PROVINCIA DE LA RIOJA SR UNSECURED REGS 02/28 VAR            | CUSIP: P6S52BAA0<br>LEI: 549300UYM8ADK1GCIC92 | Long             | DBT              | NUSS              | AR        |     3452455 | PA      | $2054210.73   | 0.07%             | 2028-02-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 02/37 5.442            | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2900000 | PA      | $2964235.00   | 0.10%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $65.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.32500 05/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $43328.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/55 7.15              | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3100000 | PA      | $3142160.00   | 0.10%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $419560.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/28 5.45        | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      250000 | PA      | $252194.25    | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | 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      | $172678.31    | 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      | $-247852.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                               | EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651       | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     2100000 | PA      | $2569197.92   | 0.08%             | 2028-11-13      | Fixed         | 6.65%                 | 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        |    13000000 | PA      | $15381719.54  | 0.50%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED 144A 01/30 3.68                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $378987.04    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -571161 | PA      | $-577783.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                                | MONGOLIA INTL BOND SR UNSECURED 144A 03/32 5.95              | CUSIP: 60937LAL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     2400000 | PA      | $2364636.00   | 0.08%             | 2032-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 12/32 VAR                      | CUSIP: ACI2PCLZ7<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1000668 | PA      | $982387.34    | 0.03%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -780760 | PA      | $-789468.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COLOMBIA LA SP BPS                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-35696.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BUXL 30Y BND JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -32 | NC      | $48487.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $284975.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3328681 | PA      | $-3364991.61  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                                  | KINGDOM OF JORDAN SR UNSECURED 144A 10/47 7.375              | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      300000 | PA      | $282291.69    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-39.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.91000 03/19/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-56264.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/32 VAR               | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    14673000 | PA      | $10637925.00  | 0.35%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-1304.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                         | PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/42 6             | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2430000 | PA      | $2345064.53   | 0.08%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 07/42 4.25                     | CUSIP: P3143NAQ7<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1600000 | PA      | $1285516.64   | 0.04%             | 2042-07-17      | Fixed         | 4.25%                 | 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      | $497455.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    26811597 | PA      | $19438407.83  | 0.63%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                  | STATE OF ISRAEL SR UNSECURED 01/30 2.5                       | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1000000 | PA      | $918758.14    | 0.03%             | 2030-01-15      | Fixed         | 2.50%                 | 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      | $2518.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.03000 10/04/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $13452.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                  | KUWAIT INTL BOND SR UNSECURED 144A 10/35 4.652               | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    11500000 | PA      | $11060281.52  | 0.36%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 03/34 5.75              | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    12500000 | PA      | $11931250.00  | 0.39%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $2074.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000           | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4744026 | PA      | $3976679.79   | 0.13%             | 2030-07-31      | None          | 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      | $145313.15    | 0.00%             |  |  |  | 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        |     5954799 | NS      | $67588.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOLIVIA GOVT                                                                 | BOLIVIA GOVERNMENT SR UNSECURED REGS 03/28 4.5               | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |     2666800 | PA      | $2500151.67   | 0.08%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $12470.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260720                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $73425.17     | 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        |     4500000 | PA      | $5099627.54   | 0.17%             | 2028-05-21      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| MACEDONIA GOVT                                                               | NORTH MACEDONIA SR UNSECURED REGS 03/27 6.96                 | CUSIP: ACI2CYBC5<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     1600000 | PA      | $1881853.61   | 0.06%             | 2027-03-13      | Fixed         | 6.96%                 | 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        |      679457 | PA      | $16986.43     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/27 4.375          | CUSIP: P5015VAG1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     6500000 | PA      | $6448000.00   | 0.21%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 04/36 8.075                    | CUSIP: ACI2VZXJ2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     4100000 | PA      | $4180025.93   | 0.14%             | 2036-04-01      | Fixed         | 8.07%                 | 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        |    27840000 | PA      | $11484000.00  | 0.38%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 01/41 6                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      780000 | PA      | $648815.15    | 0.02%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVT SUKUK SR UNSECURED REGS 11/54 5.65            | CUSIP: Y68613AF8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      900000 | PA      | $863550.00    | 0.03%             | 2054-11-25      | Fixed         | 5.65%                 | 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      | $95919.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $3679.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.17000 10/03/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $159771.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 10/38 8.8                | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2800000 | PA      | $2578838.70   | 0.08%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5285289 | PA      | $-5347949.28  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                      | COUNTRY GARDEN HLDGS SR UNSECURED 12/31 0.00000              | CUSIP: ACI37QDK6<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1155305 | PA      | $129278.63    | 0.00%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/50 5.4             | CUSIP: P75744AG0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $178400.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 05/26 0.00000                         | CUSIP: ACI358PQ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  1935437000 | PA      | $1361431.96   | 0.04%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                              | INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000        | CUSIP: 46062JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2893959 | PA      | $2493657.74   | 0.08%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260618                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $8828.20      | 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      | $-42778.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL              | CUSIP: ACI2NYPJ3<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     4000000 | PA      | $4053235.64   | 0.13%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 01/61 3.1                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      700000 | PA      | $433160.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260401                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-860.04      | -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      | $-27354.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                             | BANCO GENERAL SA JR SUBORDINA REGS 12/99 VAR                 | CUSIP: P12651AD0<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |      800000 | PA      | $755120.00    | 0.02%             | 2031-05-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM45 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-303273.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 04/27 2.375                        | CUSIP: ACI0TL6V3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $400089.46    | 0.01%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.65500 03/16/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-59237.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 02/30 4                                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8300000 | PA      | $8332097.68   | 0.27%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2020-RPL1                                        | LEGACY MORTGAGE ASSET TRUST LMAT 2020 RPL1 A1 144A           | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605379 | PA      | $579596.28    | 0.02%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                          | MDGH GMTN RSC LTD COMPANY GUAR 144A 05/53 5.084              | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |     1500000 | PA      | $1322430.00   | 0.04%             | 2053-05-22      | Fixed         | 5.08%                 | 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        |   436400000 | PA      | $7493063.93   | 0.24%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95          | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2770000 | PA      | $1426550.00   | 0.05%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                                     | HIPOTECARIA SU CASITA SA COMMON STOCK                        | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       93349 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498         | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     6314880 | PA      | $6684417.68   | 0.22%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED SA RL                                             | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625           | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | LU        |     4367125 | PA      | $4271157.43   | 0.14%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                                    | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A           | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4525259 | PA      | $4523647.38   | 0.15%             | 2067-09-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OMAN GOVT EM BP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-7398.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                                  | KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375              | CUSIP: M5269UAJ3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     5350000 | PA      | $5034201.75   | 0.16%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                          | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR                 | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      300000 | PA      | $300000.00    | 0.01%             | 2033-03-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.41000 11/21/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $434726.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B6                                            | BENCHMARK MORTGAGE TRUST BMARK 2018 B6 A4                    | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4100000 | PA      | $4070634.57   | 0.13%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528        | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3215001.60   | 0.11%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $580.33       | 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      | $54653.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 09/51 3.125                        | CUSIP: ACI20GZB3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $837036.76    | 0.03%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                          | MDGH GMTN RSC LTD COMPANY GUAR REGS 05/34 5.875              | CUSIP: ACI2KT1H7<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |      800000 | PA      | $829580.00    | 0.03%             | 2034-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED REGS 01/30 VAR            | CUSIP: ACI2SS6T0<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      180000 | PA      | $165604.03    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2977.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIL CAPITAL MARKETS PLC                                                     | UKRAINE RAIL (RAIL CAPL) SR UNSECURED REGS 07/26 8.25        | CUSIP: ACI1D1W43<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |     3900651 | PA      | $3062011.04   | 0.10%             | 2026-07-09      | Fixed         | 8.25%                 | 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      | $-1940.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/30 8.8                    | CUSIP: ACI2DBP47<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     9635000 | PA      | $778423.68    | 0.03%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR NOTE (CBT)JUN26 XCBT 20260618                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        4120 | NC      | $-8331625.71  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $64070.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4022344 | PA      | $1733630.26   | 0.06%             | 2034-02-01      | Variable      | 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      | $-307.82      | -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        |       69072 | PA      | $5940.19      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM44 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $643012.65    | 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      | $-1035.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260727                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-30807.07    | -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      | $-4629.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                                                     | ECUADOR SOCIAL BOND SARL GOVT GUARANT REGS 01/35 0.0000      | CUSIP: ACI1J5KS8<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |      615481 | PA      | $461610.56    | 0.02%             | 2035-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-3                                           | HOME EQUITY ASSET TRUST HEAT 2002 3 M1                       | CUSIP: 22541NHH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42061 | PA      | $41211.97     | 0.00%             | 2033-02-25      | Floating      | 5.14%                 | 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      | $107892.76    | 0.00%             |  |  |  | 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      | $14634.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 09/28 6.125            | CUSIP: ACI20N2B4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2900000 | PA      | $2884278.69   | 0.09%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 03/30 5.25                     | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      847000 | PA      | $967080.85    | 0.03%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $40776.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EUROCLEAR  92707 REPO REPO EUR                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | LU        |     5271303 | PA      | $6092836.73   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INDONESIA AS SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-30819.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIETNAM GOVT                                                                 | SOCIALIST REP OF VIETNAM SECURED 03/28 VAR                   | CUSIP: 583140II1<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |      990000 | PA      | $954257.04    | 0.03%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    10900000 | PA      | $8240400.00   | 0.27%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                            | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58           | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1270756 | PA      | $1278117.28   | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-5                                        | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1              | CUSIP: 68403HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191625 | PA      | $116230.17    | 0.00%             | 2037-05-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-4906.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/61 7.5           | CUSIP: ACI1VRPP7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    16900000 | PA      | $12881537.44  | 0.42%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED REGS 08/42 6.1027        | CUSIP: ACI2Q4K36<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1195514.47   | 0.04%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375       | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $2218941.30   | 0.07%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 08/36 2.25                | CUSIP: ACI1Z2SX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5100000 | PA      | $4581171.89   | 0.15%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260630                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-250.10      | -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      | $-4109.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH RE LTD                                                          | COMMONWEALTH RE LTD UNSECURED 144A 07/30 VAR                 | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $251650.00    | 0.01%             | 2030-07-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 02/33 10                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9700000 | PA      | $11057466.50  | 0.36%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                         | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR               | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     1673173 | PA      | $100390.38    | 0.00%             | 2027-12-31      | 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      | $37.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                   | TRUST 2401 SR UNSECURED 144A 01/50 6.39                      | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      398000 | PA      | $363531.21    | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $34130.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 09/32 5.45              | CUSIP: ACI1RB0F6<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      400000 | PA      | $360917.50    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS REV REPO EUR                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -2591680 | PA      | $-3003914.89  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 06/50 5.1              | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      200000 | PA      | $183980.00    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260715                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $20732.54     | 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      | $-332.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TANZANIA GOVT                                                                | TANZANIA EUR TERM LOAN                                       | CUSIP: 938RLZII0<br>LEI: 254900CT4YQ6JKSEXB51 | Long             | LON              | NUSS              | TZ        |     2363636 | PA      | $2752499.70   | 0.09%             | 2028-04-26      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-41332.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260629                                   | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  8754496000 | PA      | $6028346.40   | 0.20%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS SR UNSECURED REGS 08/28 8.45                  | CUSIP: ACI14B798<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2800000 | PA      | $2935808.60   | 0.10%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $54.84        | 0.00%             |  |  |  | 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        |     1371002 | PA      | $27420.04     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-28902.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                        | FREEPORT INDONESIA PT SR UNSECURED 144A 04/32 5.315          | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $497677.35    | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/48 7.903         | CUSIP: ACI10VJZ7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3650000 | PA      | $2979314.62   | 0.10%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                                         | IMPAC CMB TRUST IMM 2004 10 1A1                              | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53486 | PA      | $52595.53     | 0.00%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5                                                               | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM5 A1 144A          | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3022365 | PA      | $2498753.46   | 0.08%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 09/53 6.3                      | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2400000 | PA      | $2411788.80   | 0.08%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-4628.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR41                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3             | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337322 | PA      | $327986.03    | 0.01%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260818                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $446392.43    | 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      | $1460.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260723                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-36936.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                            | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672          | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1262132 | PA      | $1275468.28   | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1547.18      | 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      | $-61113.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                              | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     6300000 | PA      | $6466950.00   | 0.21%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 04/27 3.875                | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6100000 | PA      | $6073099.00   | 0.20%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAIOIL TREASURY CENTER CO LTD                                               | THAIOIL TRSRY CENTER COMPANY GUAR 144A 12/99 VAR             | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     5200000 | PA      | $5019809.65   | 0.16%             | 2031-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-977447.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $1301.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS CO SPC                                                     | AL JAWAHER ASSETS SR UNSECURED 144A 10/30 4.662              | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |     7300000 | PA      | $7102634.79   | 0.23%             | 2030-10-29      | Fixed         | 4.66%                 | 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      | $58314.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 01/46 9.1297           | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     4900000 | PA      | $5121517.83   | 0.17%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT        | INDO ASAHAN/MINERAL IND SR UNSECURED 144A 05/30 5.45         | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     3600000 | PA      | $3643977.60   | 0.12%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.32500 07/06/26-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $58615.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                          | BANCO DAVIVIENDA SA SUBORDINATED 144A 07/35 VAR              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     3600000 | PA      | $3652200.00   | 0.12%             | 2035-07-02      | Floating      | 8.12%                 | 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        |   380600000 | PA      | $21023222.75  | 0.69%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG42 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-162123.61   | -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      | $105.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 01/33 6.5                  | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5700000 | PA      | $5588850.00   | 0.18%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                         | BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000           | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2721931 | PA      | $2222946.86   | 0.07%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875           | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5700000 | PA      | $5196982.13   | 0.17%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 06/51 5.125       | CUSIP: ACI1YKC81<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    10600000 | PA      | $8282071.50   | 0.27%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.50 9/21/23-4Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-586443.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       54987 | NS      | $1264701.00   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| SAAVI ENERGIA SARL                                                           | SAAVI ENERGIA SARL SR UNSECURED REGS 02/35 8.875             | CUSIP: L02668AA6<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $630390.00    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED 144A 07/51 3.3                     | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     5400000 | PA      | $3499275.98   | 0.11%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GRUMA SA DE CV                                                               | GRUMA SAB DE CV SR UNSECURED 144A 12/54 5.761                | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1064822.00   | 0.03%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260518                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-482721.60   | -0.02%            |  |  |  | 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      | $-3289.61     | -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      | $4070.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-2                                                       | MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1                | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129654 | PA      | $10473.40     | 0.00%             | 2036-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-40995.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/28 4.875          | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    10200000 | PA      | $10153845.00  | 0.33%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                          | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 05/33 6.15        | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     4200000 | PA      | $4322862.60   | 0.14%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20310113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $62558.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 02/55 7.15              | CUSIP: P3579ECX3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $608160.00    | 0.02%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 02/35 VAR          | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $2794500.00   | 0.09%             | 2035-02-11      | Floating      | 7.62%                 | 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        | 27460000000 | PA      | $2403829.16   | 0.08%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B1                                            | BENCHMARK MORTGAGE TRUST BMARK 2018 B1 A5                    | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1480706.70   | 0.05%             | 2051-01-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $938.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 05/28 6.125                        | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3300000 | PA      | $3378922.27   | 0.11%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                                    | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15              | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |     2956565 | PA      | $59131.30     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                                   | MHP LUX SA COMPANY GUAR 144A 07/29 10.5                      | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1714160.98   | 0.06%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED REGS 02/34 VAR               | CUSIP: ACI2QXXG9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    10800000 | PA      | $5788800.00   | 0.19%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PANAMA LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-979.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/20/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-99623.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP MYC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $22056.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-OAT FUTURE   JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $17033.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261130                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-14004.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                               | BOI FINANCE BV 02/27 7.5                                     | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |     7800000 | PA      | $9197747.03   | 0.30%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108028 | PA      | $99900.30     | 0.00%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-18                                               | GSAA HOME EQUITY TRUST GSAA 2006 18 AF5A                     | CUSIP: 3622ELAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      936598 | PA      | $339087.01    | 0.01%             | 2036-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-332067.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONGO GOVT                                                                   | REPUBLIC OF CONGO SR UNSECURED REGS 11/32 9.875              | CUSIP: ACI34V7Q2<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |     3200000 | PA      | $3003868.61   | 0.10%             | 2032-11-07      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| ZIRAAT DPR FINANCE CO                                                        | ZIRAAT TRANCHE B TERM LOAN                                   | CUSIP: BA0005QX5<br>LEI: 254900UKNMJNBW90F636 | Long             | LON              | CORP              | US        |     5100000 | PA      | $4964693.33   | 0.16%             | 2034-06-15      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 03/28 2.125                        | CUSIP: ACI23CHC7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $560708.72    | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | 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        |    15800000 | PA      | $4974963.65   | 0.16%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                             | PAMPA ENERGIA SA SR UNSECURED 144A 11/37 7.75                | CUSIP: 697660AG3<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     3200000 | PA      | $3220480.03   | 0.11%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                             | DP WORLD LTD UAE SR UNSECURED REGS 09/48 5.625               | CUSIP: ACI1549W0<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1050000 | PA      | $941418.80    | 0.03%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS GOVT GUARANT REGS 07/27 4.314                 | CUSIP: ACI1ZBT66<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     9100000 | PA      | $8971710.84   | 0.29%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $4931.34      | 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      | $-253312.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-3977.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375       | CUSIP: B1VX67II1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    38809000 | PA      | $12993253.20  | 0.42%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR9                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3             | CUSIP: 45661EGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       67860 | PA      | $59020.38     | 0.00%             | 2036-06-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 02/48 6.5               | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      406000 | PA      | $381761.80    | 0.01%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8                 | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2161000 | PA      | $2139794.63   | 0.07%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                           | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR         | CUSIP: ACI208T69<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     4802760 | PA      | $3876286.15   | 0.13%             | 2037-09-01      | Variable      | 5.12%                 | 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      | $54690.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 01/63 4.5                    | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4800000 | PA      | $3523200.00   | 0.12%             | 2063-01-19      | Fixed         | 4.50%                 | 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      | $-177614.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2618.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU             | ENFRAGEN ENERGIA SUR SAU SR SECURED 144A 06/32 8.499         | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     2800000 | PA      | $2829455.02   | 0.09%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 08/32 2.031                      | CUSIP: ACI1PP9R2<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $613188.18    | 0.02%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-10841.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6200000 | PA      | $5977949.17   | 0.20%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                              | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65        | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1400000 | PA      | $1437100.00   | 0.05%             | 2033-01-24      | Fixed         | 8.65%                 | 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      | $-7710.86     | -0.00%            |  |  |  | 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      | $101495.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2495000 | PA      | $-2495483.75  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER COMPANY LIMITED                                        | PTTEP TREASURY CENTER CO COMPANY GUAR REGS 06/27 2.587       | CUSIP: Y7150MAG2<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |      400000 | PA      | $390723.10    | 0.01%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-106621.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR              | CUSIP: ACI1Q6JH4<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     7764270 | PA      | $6826734.40   | 0.22%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| CONGO GOVT                                                                   | REPUBLIC OF CONGO SR UNSECURED REGS 02/35 9.5                | CUSIP: ACI38JJB5<br>LEI: 529900BXT90HR4QTB688 | Long             | DBT              | NUSS              | CG        |     1200000 | PA      | $1081523.27   | 0.04%             | 2035-02-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2268.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                 | INDUSTRIAS PENOLES SAB D SR UNSECURED REGS 08/50 4.75        | CUSIP: P55409AC3<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     2900000 | PA      | $2345904.08   | 0.08%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $55459.01     | 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      | $-1258.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED REGS 03/36 9.5                | CUSIP: ACI2V7YG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      800000 | PA      | $784913.18    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ4                                                 | PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M3                  | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1493525.60   | 0.05%             | 2035-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                    | BANCO DEL ESTADO  CHILE JR SUBORDINA REGS 12/99 VAR          | CUSIP: P1027DHQ7<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $632142.00    | 0.02%             | 2029-05-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 01/37 4.125               | CUSIP: ACI2T3D41<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     5200000 | PA      | $5661516.20   | 0.18%             | 2037-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 5YR NOTE (CBT) JUN26 XCBT 20260630                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1356 | NC      | $-2138462.79  | -0.07%            |  |  |  | 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      | $322911.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                         | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21680000 | PA      | $22307212.16  | 0.73%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 09/31 5.625             | CUSIP: ACI1FSYY4<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1700000 | PA      | $1575930.12   | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                                | MONGOLIA INTL BOND SR UNSECURED 144A 06/29 7.875             | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      500000 | PA      | $522570.65    | 0.02%             | 2029-06-05      | Fixed         | 7.88%                 | 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      | $107963.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027        | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3486917.21   | 0.11%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NOK BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $329.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3104230 | PA      | $-3125080.16  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 09/28 1                 | CUSIP: ACI20JG85<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      500000 | PA      | $534280.21    | 0.02%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3241.99      | 0.00%             |  |  |  | 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      | $-5008.36     | -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      | $3026.80      | 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        | 48512300000 | PA      | $12027944.47  | 0.39%             | 2035-01-24      | Fixed         | 11.75%                | 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        |     5500000 | PA      | $6398978.46   | 0.21%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1637859 | PA      | $-1655374.75  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 04/32 1.625                        | CUSIP: ACI1M0750<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $1400721.71   | 0.05%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-14703.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $10567.94     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3057.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 05/47 4.5                    | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $157760.00    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1657609 | PA      | $-1672803.50  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260818                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1646.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOBIERNO DE LA PROVINCIA DE LA RIOJA                                         | PROVINCIA DE LA RIOJA SR UNSECURED 144A 02/28 VAR            | CUSIP: 504216AA0<br>LEI: 549300UYM8ADK1GCIC92 | Long             | DBT              | NUSS              | AR        |     1593441 | PA      | $948097.40    | 0.03%             | 2028-02-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR              | CUSIP: ACI1Q6LS7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4815450 | PA      | $3762070.31   | 0.12%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC COMPANY GUAR REGS 05/29 8.75         | CUSIP: U8035UAC6<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1666251.20   | 0.05%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625         | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3830000 | PA      | $3879204.89   | 0.13%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 08/31 6.05           | CUSIP: P5015VAT3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      900000 | PA      | $918450.00    | 0.03%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $32.75        | 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      | $-2954.62     | -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       |     4700000 | PA      | $5139742.95   | 0.17%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $3013.22      | 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      | $4502.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/18/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-1340792.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $3727.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $150141.05    | 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      | $-32906.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED REGS 06/31 7.75             | CUSIP: ACI2PD4B7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1300000 | PA      | $752368.97    | 0.02%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1638.89     | -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      | $-32641.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75        | CUSIP: ACI1J8HW7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4200000 | PA      | $2855932.46   | 0.09%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 12/27 3.875                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -15900000 | PA      | $-15912732.40 | -0.52%            | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-40246.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | POLAND GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $89367.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHARJAH GOVT                                                                 | FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375          | CUSIP: ACI1W8HT9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     2950000 | PA      | $1959660.01   | 0.06%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/31 6.05           | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2100000 | PA      | $2143050.00   | 0.07%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4928.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED REGS 11/36 7.1         | CUSIP: ACI2S5MS4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1200000 | PA      | $1227005.89   | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                                 | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6      | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |     1600000 | PA      | $1673829.09   | 0.05%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED REGS 05/33 6.25             | CUSIP: V7691DAX4<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     5600000 | PA      | $2996794.98   | 0.10%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                         | THAMES WATER SUPER SEN SR SECURED REGS 10/27 9.75            | CUSIP: ACI2VYD73<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $577460.20    | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3           | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49837 | PA      | $36011.59     | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                 | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     1090802 | PA      | $1071917.05   | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 12/55 7.25        | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6100000 | PA      | $5588350.30   | 0.18%             | 2055-12-11      | Fixed         | 7.25%                 | 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      | $-1934.55     | -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      | $6749.97      | 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      | $-15915.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BENIN EM SP BRC                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-4912.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25               | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      650000 | PA      | $638982.50    | 0.02%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB2                                             | COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1                    | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31614 | PA      | $29213.59     | 0.00%             | 2047-02-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A8                                             | JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1                   | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21083 | PA      | $16451.30     | 0.00%             | 2035-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $278123.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SEF8 PIMCO CDSOPT PUT USD 0.75 20260520                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -434880000 | NC      | $-510805.70   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95                | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2241000 | PA      | $698445.75    | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-171512.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-14N                                                     | LEHMAN XS TRUST LXS 2006 14N 1A1A                            | CUSIP: 52522CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1283895 | PA      | $1184548.36   | 0.04%             | 2046-09-25      | Floating      | 4.17%                 | 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        |    12400000 | PA      | $3866203.05   | 0.13%             | 2043-12-15      | Fixed         | 10.10%                | 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      | $621843.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625               | CUSIP: ACI2FG3T3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   165700000 | PA      | $3398895.51   | 0.11%             | 2034-02-10      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 06/33 5.375                        | CUSIP: ACI30VFW4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4800000 | PA      | $5407437.20   | 0.18%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $3752.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.265 12/17/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-89377.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND BONDS 02/35 5.375                         | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4300000 | PA      | $4388198.29   | 0.14%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 08/50 6                       | CUSIP: B4VFQNII7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    62305833 | PA      | $10523106.11  | 0.34%             | 2050-08-15      | Fixed         | 6.00%                 | 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      | $-476333.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 08/29 11                          | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 47241300000 | PA      | $11910982.73  | 0.39%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 06/31 9.625            | CUSIP: ACI2SJB15<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2500000 | PA      | $2740654.53   | 0.09%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2005-21                                        | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1              | CUSIP: 863579B49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14121 | PA      | $13167.84     | 0.00%             | 2035-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                             | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                 | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $254125.00    | 0.01%             | 2026-06-06      | Floating      | 14.06%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | REV REPO STANDARD CHARTERED BA ZCP                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -321348 | PA      | $-377401.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260721                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-30806.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 06/33 3.849           | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      600000 | PA      | $556950.00    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                                   | GLOBAL SUKUK VENTURES SR UNSECURED 144A 11/35 4.25           | CUSIP: 37965NAA2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     8800000 | PA      | $8542100.07   | 0.28%             | 2035-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                  | KONDOR FINANCE PLC (NAK) SR UNSECURED REGS 07/26 7.125       | CUSIP: ACI1D8R69<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      694638 | PA      | $662390.24    | 0.02%             | 2026-07-19      | Fixed         | 7.12%                 | 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        | 29160000000 | PA      | $4420272.16   | 0.14%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 07/31 3.061                      | CUSIP: N7163RAR4<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $179285.31    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                           | SAAVI ENERGIA SARL SR UNSECURED 144A 02/35 8.875             | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     3100000 | PA      | $3257015.00   | 0.11%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     3800000 | PA      | $4111733.00   | 0.13%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-6                                        | DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3               | CUSIP: 251510KH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73203 | PA      | $62546.76     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-156330.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                            | LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875         | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      708312 | PA      | $724164.42    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $18771.95     | 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        |      404023 | PA      | $1414.08      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE3                                         | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1               | CUSIP: 65536QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256011 | PA      | $242879.97    | 0.01%             | 2036-07-25      | Floating      | 4.09%                 | 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        |     5150000 | PA      | $1772115.00   | 0.06%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1236.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260715                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $110698.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75           | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     3800000 | PA      | $3015927.00   | 0.10%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 05/41 3.1                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    16400000 | PA      | $12461704.00  | 0.41%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/18/25-30Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-766081.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GABON GOVT                                                                   | REPUBLIC OF GABON SR UNSECURED REGS 02/29 9.5                | CUSIP: ACI2TSX51<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     2600000 | PA      | $2445434.21   | 0.08%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BOBL FUTURE  JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -104 | NC      | $260247.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED 144A 10/27 6.75          | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1300000 | PA      | $1337618.36   | 0.04%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP CBK                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $12249.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLDT INC (AKA: PHILIPPINE LONG DISTANCE TELEPHONE CO)                        | PLDT INC SR UNSECURED REGS 06/50 3.45                        | CUSIP: ACI1N4S90<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |     4700000 | PA      | $3310374.59   | 0.11%             | 2050-06-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5141218 | PA      | $-5197771.54  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-23350.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 02/38 VAR            | CUSIP: ACI2SS6L7<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4620543 | PA      | $4093748.47   | 0.13%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED 144A 01/32 4.875                    | CUSIP: ACI1T3TK0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      500000 | PA      | $539059.65    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -154153 | PA      | $-155775.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-10792.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QS9                                      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS9 A33             | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203291 | PA      | $167315.15    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                        | SAN MIGUEL GLOBAL POWER SR UNSECURED REGS 12/99 VAR          | CUSIP: ACI2SFGQ3<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     4500000 | PA      | $4381024.77   | 0.14%             | 2029-12-02      | Floating      | 8.12%                 | 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        |      464780 | PA      | $11619.50     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $865.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625                | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5100000 | PA      | $4041036.00   | 0.13%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $10908.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 10/37 6.125                        | CUSIP: ACI30VCM9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2900000 | PA      | $3253484.89   | 0.11%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3642.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKEY EUR TERM LOAN A                           | CUSIP: BA0004GP6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |     5700000 | PA      | $6878997.42   | 0.22%             | 2031-04-27      | Floating      | 8.31%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260615                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1250.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 07/52 9.5          | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1000000 | PA      | $1058210.00   | 0.03%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6217225 | PA      | $-6237949.05  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT TREASURY BILL BILLS 10/26 0.00000                      | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5500000 | PA      | $88436.73     | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 12/27 6.875        | CUSIP: BFD9P7II2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2400000 | PA      | $2374311.96   | 0.08%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $50675.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SERBIA EM SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $8645.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 02/29 2.625                                  | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -10100000 | PA      | $-9773130.87  | -0.32%            | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-12Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $42948.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-5821.52     | -0.00%            |  |  |  | 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      | $378471.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 02/38 5.662                  | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2000000 | PA      | $1923700.00   | 0.06%             | 2038-02-23      | Fixed         | 5.66%                 | 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        |     6900000 | PA      | $6896356.94   | 0.23%             | 2026-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BENIN EM SP CBK                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-22596.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    13900000 | PA      | $14694524.00  | 0.48%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $13543.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2006-1                                       | AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1                | CUSIP: 00252GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      602487 | PA      | $579526.54    | 0.02%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 05/38 6.15              | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4900000 | PA      | $4645445.00   | 0.15%             | 2038-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ECUADOR LA SP JPM                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $235321.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                  | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                     | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    12164351 | PA      | $118468610.72 | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GABON GOVT                                                                   | REPUBLIC OF GABON SR UNSECURED REGS 02/31 6.625              | CUSIP: ACI1JHS13<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      350000 | PA      | $293173.02    | 0.01%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | CBB INTL SUKUK PROG WLL SR UNSECURED REGS 02/34 5.8735       | CUSIP: ACI30T8G2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2300000 | PA      | $2145433.54   | 0.07%             | 2034-02-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                 | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875       | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |     1500000 | PA      | $1565648.57   | 0.05%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                               | LUMINENT MORTGAGE TRUST LUM 2006 7 1A1                       | CUSIP: 55028BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11785 | PA      | $11612.86     | 0.00%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 04/36 4.9                 | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $478693.35    | 0.02%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2759750 | PA      | $-2792468.37  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP SR UNSECURED 02/56 6.7                           | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4737018.36   | 0.15%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068       | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $374079.48    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $96956.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.15000 10/12/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $58097.99     | 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      | $-48.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                                               | BULGARIA SR UNSECURED REGS 09/32 3.625                       | CUSIP: ACI2QXVY2<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     2700000 | PA      | $3123666.73   | 0.10%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $47.13        | 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      | $822.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 07/26 0.00000                                  | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      304000 | PA      | $300630.29    | 0.01%             | 2026-07-21      | 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      | $223017.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                           | QATARENERGY LNG S3 SR SECURED REGS 09/27 5.838               | CUSIP: M8222MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     2077600 | PA      | $2076087.09   | 0.07%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD HUF BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-13365.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1224338 | PA      | $-1227500.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-485020.76   | -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        |    35030000 | PA      | $11728044.00  | 0.38%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-5821.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                            | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR         | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2160375.00   | 0.07%             | 2031-05-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4530391 | PA      | $4330831.23   | 0.14%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX SNR LA SP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-18283.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SURINAME GOVT                                                                | REPUBLIC OF SURINAME INT SR UNSECURED 144A 11/30 7.7         | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     4200000 | PA      | $4257750.00   | 0.14%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA UNSECURED REGS 04/42 2.875                           | CUSIP: ACI1Z3V87<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1300000 | PA      | $942328.85    | 0.03%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                                   | STATE OF MINAS GERAIS GOVT GUARANT 144A 02/28 5.333          | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     2000000 | PA      | $2013826.58   | 0.07%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 09/31 5.125                        | CUSIP: ACI2RB4B9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1600000 | PA      | $1836673.74   | 0.06%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEXICAN UDIBONOS BONDS 11/28 4                               | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      790678 | PA      | $43782.20     | 0.00%             | 2028-11-30      | Fixed         | 4.00%                 | 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        |     1700000 | PA      | $1949235.64   | 0.06%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260810                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-182585.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 01/32 4.875                    | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     6166000 | PA      | $6647683.56   | 0.22%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 01/33 3.875               | CUSIP: ACI2T3JQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2700000 | PA      | $3045927.71   | 0.10%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                          | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 07/34 5.95        | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     2800000 | PA      | $2829702.40   | 0.09%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.53000 07/15/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-106407.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-15Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $47745.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                     | CUSIP: ACI239370<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1857100000 | PA      | $4880169.96   | 0.16%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/41 1.75                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11700000 | PA      | $7825974.62   | 0.26%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 02/38 6.125               | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4400000 | PA      | $4293300.00   | 0.14%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                           | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3              | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220380 | PA      | $57989.95     | 0.00%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 04/33 8                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $843696.00    | 0.03%             | 2033-04-20      | Fixed         | 8.00%                 | 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      | $-3666.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7             | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1500000 | PA      | $1625038.59   | 0.05%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75             | CUSIP: ACI11B6Y7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     6466667 | PA      | $4689051.66   | 0.15%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -704234 | PA      | $-710044.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 10/35 5.875             | CUSIP: P3579ECZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     4400000 | PA      | $4189020.00   | 0.14%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260804                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $69300.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ISRAEL GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2631.83      | 0.00%             |  |  |  | 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        |     1800000 | PA      | $2071416.99   | 0.07%             | 2028-12-15      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED 144A 01/37 8.25                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1900000 | PA      | $1954292.03   | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | HAZINE MUSTESARLIGI VARL SR UNSECURED 144A 09/30 6.75        | CUSIP: 421790AN6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4200000 | PA      | $4209684.86   | 0.14%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $866.84       | 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      | $1763.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 11/44 4.875                    | CUSIP: P3143NAU8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1700000 | PA      | $1443368.51   | 0.05%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                       | AEROPUERTO INTL TOCUMEN SR SECURED REGS 08/61 5.125          | CUSIP: P0092AAG4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $160383.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-11754.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5555948 | PA      | $5243470.48   | 0.17%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-27377.39    | -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      | $-47949.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R2                                                            | CIM TRUST CIM 2023 R2 A1 144A                                | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4789918 | PA      | $4803862.62   | 0.16%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERTIFICATES 2007-HY4                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1             | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       37063 | PA      | $33820.93     | 0.00%             | 2037-04-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LIMITED                                                   | FWD GROUP HOLDINGS LTD SUBORDINATED 144A 09/30 5.252         | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $1793998.76   | 0.06%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5000000 | PA      | $4982440.20   | 0.16%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3200000 | PA      | $3268800.00   | 0.11%             | 2038-01-29      | Fixed         | 6.62%                 | 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      | $25301.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 05/45 5.875                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      300000 | PA      | $221115.15    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 01/36 6.44                     | CUSIP: P3143NBT0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4500000 | PA      | $4745938.50   | 0.16%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.81800 06/26/24-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $195920.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125                | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2000000 | PA      | $1743580.00   | 0.06%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: ACI2PW9N4<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     4800000 | PA      | $4756706.64   | 0.16%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                     | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75         | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3070000 | PA      | $2861550.68   | 0.09%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-331.10      | -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        | 10496513720 | PA      | $2480887.65   | 0.08%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $61364.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 02/33 13.625            | CUSIP: P3579ECQ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10500000 | PA      | $205352.86    | 0.01%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2400000 | PA      | $2422320.00   | 0.08%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7650000 | PA      | $7675373.90   | 0.25%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -441604 | PA      | $-443321.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 02/34 5.227                  | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1600000 | PA      | $1544400.00   | 0.05%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260713                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-10939.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95            | CUSIP: ACI1YYV64<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     7400000 | PA      | $7374562.51   | 0.24%             | 2032-07-07      | Fixed         | 5.95%                 | 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        |     1905530 | PA      | $2096.08      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125       | CUSIP: ACI2T0199<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    21800000 | PA      | $22036873.79  | 0.72%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED REGS 07/41 3.125                   | CUSIP: ACI1YZ0M0<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     8650000 | PA      | $6298196.91   | 0.21%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                        | FREEPORT INDONESIA PT SR UNSECURED REGS 04/32 5.315          | CUSIP: Y7141BAB9<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1200000 | PA      | $1194425.64   | 0.04%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR            | CUSIP: ACI2SS751<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2009427 | PA      | $1796442.11   | 0.06%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-97.55       | -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      | $-360.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED REGS 07/54 5.75            | CUSIP: ACI2Q1F46<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3700000 | PA      | $3409855.99   | 0.11%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 01/37 5.65                    | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2200000 | PA      | $2285580.00   | 0.07%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP MYC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $36688.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-14                                        | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3               | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      867504 | PA      | $854255.39    | 0.03%             | 2037-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25         | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3400000 | PA      | $3540896.00   | 0.12%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 12/32 VAR                      | CUSIP: V25125BD2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1795365 | PA      | $1762566.60   | 0.06%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/33 VAR            | CUSIP: ACI2SS6G8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4587917 | PA      | $3840453.56   | 0.13%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $59588.93     | 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      | $1192.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 09/27 8.875                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3700000 | PA      | $3936208.00   | 0.13%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3413.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 6.95              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3600000 | PA      | $3673080.00   | 0.12%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4030.65      | 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      | $6143.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA 2024 TERM LOAN A                           | CUSIP: BA000C8P7<br>LEI: 549300VVURQQYU45PR87 | Long             | LON              | NUSS              | KE        |     2250000 | PA      | $2229930.77   | 0.07%             | 2028-04-05      | Floating      | 9.19%                 | No            |                  3 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: ACI2PW9R5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     7000000 | PA      | $7232775.76   | 0.24%             | 2034-07-09      | Fixed         | 5.75%                 | 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      | $107822.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 06/35 7.65         | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      700000 | PA      | $686231.00    | 0.02%             | 2035-06-15      | Fixed         | 7.65%                 | 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      | $25478.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED REGS 02/38 6.129         | CUSIP: ACI2CZC56<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     4600000 | PA      | $4663397.52   | 0.15%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LIMITED                                        | IRB INFRASTRUCTURE DEVE SR SECURED REGS 03/32 7.11           | CUSIP: ACI2N3LL0<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     2100000 | PA      | $2109511.38   | 0.07%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.22000 10/20/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $61940.07     | 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      | $699.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                             | BANCO GENERAL SA JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     3200000 | PA      | $3020480.00   | 0.10%             | 2031-05-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/36 6.25           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     4500000 | PA      | $4585500.00   | 0.15%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR18                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1            | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51401 | PA      | $45122.15     | 0.00%             | 2037-01-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.67750 03/11/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-45376.76    | -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      | $-60456.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6             | CUSIP: ACI1DKJ46<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     5900000 | PA      | $6075043.97   | 0.20%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                          | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 01/38 5.6      | CUSIP: ACI3873Z5<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     3600000 | PA      | $3561480.00   | 0.12%             | 2038-01-28      | Fixed         | 5.63%                 | 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        |    15000000 | PA      | $17315214.23  | 0.57%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                          | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2      | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      800000 | PA      | $785283.25    | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 06/50 4           | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     6900000 | PA      | $4725752.04   | 0.15%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-289459.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.32750 05/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $441238.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2656.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    13420000 | PA      | $10585159.20  | 0.35%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY CO LLC                                                    | DHAFRAH PV2 ENERGY COMPA SR SECURED 144A 06/53 5.794         | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |    12000000 | PA      | $11666642.76  | 0.38%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                      | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   294300000 | PA      | $6599424.44   | 0.22%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                              | UZBEKISTAN INTL BOND SR UNSECURED 144A 05/27 5.375           | CUSIP: ACI2P7GV3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     4900000 | PA      | $5715828.44   | 0.19%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/49 6.25        | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4800000 | PA      | $4644574.08   | 0.15%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-573.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-3762.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $83784.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/51 8.75          | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2150000 | PA      | $1890690.61   | 0.06%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                         | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11                   | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     3639061 | PA      | $109171.83    | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | 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      | $-4568.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 04/31 4.35                    | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    15300000 | PA      | $15020010.00  | 0.49%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 04/34 3.5                          | CUSIP: ACI19Z2K0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $493230.19    | 0.02%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 06/31 9.625            | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1800000 | PA      | $1973271.26   | 0.06%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-360.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA SUBORDINATED 12/49 VAR                               | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   168820000 | PA      | $14283302.61  | 0.47%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260408                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $33901.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/32 7.0529        | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      600000 | PA      | $567514.28    | 0.02%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PANAMA LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6069.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LIMITED                                  | MONTEGO BAY AIRPORT REVE SR SECURED 144A 06/35 6.6           | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     2900000 | PA      | $2789597.00   | 0.09%             | 2035-06-15      | Fixed         | 6.60%                 | 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      | $54728.55     | 0.00%             |  |  |  | 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        |    42400000 | PA      | $2422856.26   | 0.08%             | 2026-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                           | ORACLE CORP SR UNSECURED 02/36 5.7                           | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4905800.72   | 0.16%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1000000 | PA      | $1040320.00   | 0.03%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US ULTRA BOND CBT JUN26 XCBT 20260618                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         477 | NC      | $-1409841.75  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BUND FUTURE  JUN26 XEUR 20260608                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -324 | NC      | $1254998.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75          | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      460000 | PA      | $238050.00    | 0.01%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 06/31 3.75        | CUSIP: ACI1YK894<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4100000 | PA      | $3728728.60   | 0.12%             | 2031-06-23      | Fixed         | 3.75%                 | 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        |       17018 | PA      | $1463.55      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5               | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      100000 | PA      | $94030.00     | 0.00%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.07500 04/11/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-33793.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED 144A 01/27 3.257                      | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $987401.52    | 0.03%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1452.20     | -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      | $-18818.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND SR UNSECURED 10/33 4.875                  | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $601014.36    | 0.02%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-4                                              | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1              | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225186 | PA      | $201446.89    | 0.01%             | 2037-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260506                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7209.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                           | ORANGE SA SR UNSECURED 144A 01/36 5                          | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     4600000 | PA      | $4519972.79   | 0.15%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                       | AEROPUERTO INTL TOCUMEN SR SECURED 144A 08/61 5.125          | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     2900000 | PA      | $2325553.50   | 0.08%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 02/56 6.75                | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4500000 | PA      | $4383450.00   | 0.14%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125                | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5600000 | PA      | $5516000.00   | 0.18%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260526                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $130075.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 02/61 3.45        | CUSIP: ACI1VFQ56<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1900000 | PA      | $1177142.40   | 0.04%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE TRUST 2005-A5                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3                   | CUSIP: 466247SL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         645 | PA      | $646.41       | 0.00%             | 2035-08-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260626                                   | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  4514106000 | PA      | $3113240.10   | 0.10%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2805469 | PA      | $-2835043.07  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 7.05000 03/11/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-21923.25    | -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      | $65873.47     | 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      | $295568.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                                 | TURK IHRACAT KR BK TURK IHRACAT KR BK                        | CUSIP: ACI2MPZ11<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |      800000 | PA      | $820128.95    | 0.03%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COLOMBIA LA SP BRC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5473.79      | 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      | $-4892.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                  | KUWAIT INTL BOND SR UNSECURED REGS 03/27 3.5                 | CUSIP: M6417JAA6<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     1700000 | PA      | $1685447.54   | 0.06%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                  | STATE OF ISRAEL SR UNSECURED 01/43 4.5                       | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1500000 | PA      | $1269832.32   | 0.04%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-7                                         | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5                | CUSIP: 1266732L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1342362 | PA      | $1338135.25   | 0.04%             | 2035-11-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5               | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1164909.75   | 0.04%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5              | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     9300000 | PA      | $9344147.29   | 0.31%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EGYPT EM SP BOA                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-61619.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -3020160 | PA      | $-3502655.31  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $4741.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVT SUKUK SR UNSECURED 144A 12/35 5               | CUSIP: 71567WAE5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    18800000 | PA      | $18165683.68  | 0.59%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260414                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-33890.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                                 | LEBANESE REPUBLIC SR UNSECURED REGS 11/26 6.6                | CUSIP: M87883DJ6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     4400000 | PA      | $1056199.10   | 0.03%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP MEI                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-171512.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25500 10/23/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $28051.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED REGS 07/35 VAR                | CUSIP: ACI2RH6C2<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4700000 | PA      | $4020506.85   | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | 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        |       47887 | PA      | $44910.74     | 0.00%             | 2034-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                          | NATURE COAST RE LTD UNSECURED 144A 02/30 VAR                 | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      300000 | PA      | $299160.00    | 0.01%             | 2030-02-26      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/27 7.5           | CUSIP: M1487WBR5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $904893.10    | 0.03%             | 2027-01-31      | Fixed         | 7.50%                 | 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  | 0.33%             | 2029-04-12      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.85500 12/18/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-104123.25   | -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      | $-32598.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-6                                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1                  | CUSIP: 12639PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      466733 | PA      | $262443.33    | 0.01%             | 2037-10-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75               | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1700000 | PA      | $1746941.61   | 0.06%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65              | CUSIP: ACI1W3TJ9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2400000 | PA      | $2260315.96   | 0.07%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6856.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES             | 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5           | CUSIP: Y7280PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3300000 | PA      | $3115489.74   | 0.10%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                              | ANTOFAGASTA PLC SR UNSECURED REGS 05/34 6.25                 | CUSIP: G0399BAB3<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $626944.20    | 0.02%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                               | ABU DHABI GOVT INT L ABU DHABI GOVT INT L                    | CUSIP: ACI2NW0H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     6300000 | PA      | $6043880.93   | 0.20%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                             | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4             | CUSIP: G87602AA9<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     2800000 | PA      | $2793238.81   | 0.09%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ROMANIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-29596.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 01/34 5.95                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1300000 | PA      | $1330087.20   | 0.04%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                          | SAXON ASSET SECURITIES TRUST SAST 2007 3 1A                  | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      166230 | PA      | $161958.09    | 0.01%             | 2037-09-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A          | CUSIP: 12651DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      476452 | PA      | $440927.56    | 0.01%             | 2037-11-30      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.45000 10/31/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $68275.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 04/32 3.25                 | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    13800000 | PA      | $11533212.00  | 0.38%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-4042.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      644052 | PA      | $606495.85    | 0.02%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260716                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $186249.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     8470000 | PA      | $6099331.70   | 0.20%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD HUF BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-23452.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.82750 03/17/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-2650.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 7.02000 03/16/26-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-44637.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                     | AFRICAN DEVELOPMENT BANK JR SUBORDINA 12/99 VAR              | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     7400000 | PA      | $7196500.00   | 0.24%             | 2035-05-07      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC3                                        | MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1                  | CUSIP: 61744CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1516332 | PA      | $1643784.38   | 0.05%             | 2034-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $54089.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                       | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE        | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6166185.73   | 0.20%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | 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      | $-390328.20   | -0.01%            |  |  |  | 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      | $-60680.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS REV REPO EUR                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -478256 | PA      | $-561782.37   | -0.02%            |  |  |  | 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        |   580200000 | PA      | $33698489.18  | 1.10%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI TAO                                                 | TURKIYE VAKIFLAR BANKASI SR UNSECURED 144A 07/30 7.25        | CUSIP: 90015WAR4<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2992047.00   | 0.10%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED 144A 07/31 2.25                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     1600000 | PA      | $1410297.60   | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 04/32 5.375          | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $495500.00    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB1                                             | COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1                    | CUSIP: 22239EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26836 | PA      | $23313.59     | 0.00%             | 2037-03-25      | Floating      | 4.15%                 | 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      | $-6529.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/30 4.5                  | CUSIP: ACI35CDZ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3500000 | PA      | $3918892.83   | 0.13%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $37837.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 01/36 8.6308           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5150000 | PA      | $5369554.03   | 0.18%             | 2036-01-13      | Fixed         | 8.63%                 | 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      | $-3989.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LIMITED                                                   | FWD GROUP HOLDINGS LTD SUBORDINATED 144A 09/35 5.836         | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $496897.91    | 0.02%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $39.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PETROLEOS MEXICANOS (PEMEX) LA SP BRC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-39379.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HLDG S A COMMON STOCK                                | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        6108 | NS      | $140484.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR            | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     2200000 | PA      | $2141348.95   | 0.07%             | 2035-03-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $6732.81      | 0.00%             |  |  |  | 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      | $350285.62    | 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      | $15353.67     | 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      | $-1229.53     | -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        |     1500000 | PA      | $1590120.00   | 0.05%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BOA                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1980.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 04/30 9.25         | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      300000 | PA      | $312432.00    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 04/53 3.5                     | CUSIP: ACI1WVNX2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     4500000 | PA      | $3155850.00   | 0.10%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TWD SOLD USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-2773.06     | -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      | $3221.74      | 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      | $-80556.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4210744 | PA      | $-4232236.15  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2004-R10                                         | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M1              | CUSIP: 03072SVR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58937 | PA      | $58558.99     | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OMAN GOVT EM BP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-7398.05     | -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        | 77278300000 | PA      | $20482593.80  | 0.67%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 09/33 7.375            | CUSIP: ACI20N0S9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $785705.34    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PAKISTAN WATER & POWER DEVELOPMENT AUTHORITY                                 | PAKISTAN WATER + POWER SR UNSECURED REGS 06/31 7.5           | CUSIP: ACI1Y2HN3<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |     3400000 | PA      | $3037548.61   | 0.10%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260406                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1397.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OMAN GOVT EM SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $114823.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1            | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24198 | PA      | $22536.29     | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6                 | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      600000 | PA      | $601655.18    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/54 5.25        | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     3300000 | PA      | $2927592.06   | 0.10%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                       | CASTLELAKE LP FIRST LIEN TERM LOAN                           | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3930449 | PA      | $3682877.49   | 0.12%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129         | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3600000 | PA      | $3649615.45   | 0.12%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENT HO ABU DHABI DEVELOPMENT HO            | CUSIP: ACI2RFC96<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $709719.29    | 0.02%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2                                                            | ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1961712.00   | 0.06%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TUNISIA GOVT                                                                 | TUNISIAN REPUBLIC SR UNSECURED 08/27 3.28                    | CUSIP: B23SV4II0<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |   200000000 | PA      | $1201034.42   | 0.04%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $266.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                            | INRETAIL CONSUMER SR SECURED REGS 03/28 3.25                 | CUSIP: P56236AB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    10500000 | PA      | $10102590.96  | 0.33%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $66.75        | 0.00%             |  |  |  | No            |                  2 | 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        |     1010058 | PA      | $1111.06      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     3400000 | PA      | $3445250.29   | 0.11%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-241603.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                              | TURKCELL ILETISIM HIZMET SR UNSECURED 144A 01/30 7.45        | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     3200000 | PA      | $3243981.41   | 0.11%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.48900 10/30/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-281461.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | J P MORGAN TERM REPO                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    20414250 | PA      | $20414250.00  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED 144A 03/28 4.75             | CUSIP: ACI11B6X9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      666667 | PA      | $483407.39    | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | 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        | 23766000000 | PA      | $3601661.41   | 0.12%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT JUN26 XCBT 20260618                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -56 | NC      | $150035.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM44 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1280308.68   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | DOMINICAN REPUBLIC LA SP CBK                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-59313.80    | -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      | $25.36        | 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      | $-4286.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.39250 10/25/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $4472.51      | 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      | $35543.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625               | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3400000 | PA      | $3294600.00   | 0.11%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $59.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 11/54 7.95        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2770769.74   | 0.09%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $85.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                             | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/30 3.25          | CUSIP: ACI1P5K28<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     5800000 | PA      | $5362948.71   | 0.18%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO120626                                   | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  3895848000 | PA      | $2706517.28   | 0.09%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -178294 | PA      | $-180064.70   | -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      | $-14477.26    | -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      | $54653.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/27 4.375          | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $496000.00    | 0.02%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                        | CZECHOSLOVAK GROUP SR SECURED 144A 01/31 5.25                | CUSIP: ACI2Y9W17<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $593014.12    | 0.02%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-768631.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REP OF SEN MINI OF FIN AND BUD 2023 EUR 1ST LIEN TERM LOAN   | CUSIP: BA0000GC3<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | LON              | CORP              | SN        |     4375000 | PA      | $3233804.61   | 0.11%             | 2028-12-22      | Floating      | 7.94%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | COLOMBIA LA SP CBK                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $14639.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875            | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3800000 | PA      | $3853109.60   | 0.13%             | 2032-02-16      | Fixed         | 7.88%                 | 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      | $54690.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-47387.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 03/37 9.875             | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3700000 | PA      | $3665751.25   | 0.12%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-22.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 07/46 11.5                        | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2177800000 | PA      | $525383.54    | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 02/37 6.55           | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2700000 | PA      | $2822850.00   | 0.09%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                              | REPUBLIC OF UZBEKISTAN SR UNSECURED REGS 02/29 5.375         | CUSIP: ACI18G8Z4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3400000 | PA      | $3366645.49   | 0.11%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2325.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260421                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $10514.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/38 6.5                  | CUSIP: ACI35CDQ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3900000 | PA      | $4298833.52   | 0.14%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | SENEGAL GOVERNMENT INTERNATION SR UNSECURED REGS 06/37 5.375 | CUSIP: ACI1YDPR1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     9800000 | PA      | $5736500.83   | 0.19%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CAMEROON EM SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-35350.24    | -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      | $-14051.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 04/28 4              | CUSIP: ACI2SS7B8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1495298 | PA      | $1429556.15   | 0.05%             | 2028-04-15      | Fixed         | 4.00%                 | 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        |      808046 | PA      | $969.66       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 10/40 6.875                    | CUSIP: ACI1G4C53<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1700000 | PA      | $1850290.81   | 0.06%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51          | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3400000 | PA      | $3524885.77   | 0.12%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-3                                          | BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6               | CUSIP: 059515AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72902 | PA      | $62058.60     | 0.00%             | 2037-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| JSC GEORGIAN RAILWAY (AKA: GEORGIAN RAILWAY LLC)                             | GEORGIAN RAILWAY JSC SR UNSECURED REGS 06/28 4               | CUSIP: ACI1YK9Y8<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |      200000 | PA      | $189894.17    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 03/33 5.375               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3500000 | PA      | $3430000.00   | 0.11%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-18628.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 12/29 1.375                        | CUSIP: ACI1T3QX5<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |   -10700000 | PA      | $-11063063.19 | -0.36%            | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-289.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                                 | REPUBLIC OF ARMENIA SR UNSECURED 144A 02/31 3.6              | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     4300000 | PA      | $3829069.50   | 0.13%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.00000 03/19/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-575041.55   | -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      | $-291.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 10/35 9.875             | CUSIP: ACI30YGL1<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4600000 | PA      | $4621452.97   | 0.15%             | 2035-10-15      | Fixed         | 9.88%                 | 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        |     2025726 | PA      | $2682494.99   | 0.09%             | 2059-01-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-33148.18    | -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      | $-9800.61     | -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      | $3542.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 2021-1 PLC 21-1                                        | CANADA SQUARE FUNDING CSF 2021 1 A REGS                      | CUSIP: ACI1W5667<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      185947 | PA      | $248114.37    | 0.01%             | 2058-06-17      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $107143.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDA MTGE LOAN TRUST 2006-AR1                                        | INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3              | CUSIP: 45662BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90366 | PA      | $69350.34     | 0.00%             | 2036-08-25      | Floating      | 3.47%                 | 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        |     1330707 | PA      | $1760452.54   | 0.06%             | 2044-12-18      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 10/50 4.2                 | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $310459.49    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA UNSECURED 144A 07/31 2.124                           | CUSIP: ACI1D6781<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4450000 | PA      | $4418861.05   | 0.14%             | 2031-07-16      | Fixed         | 2.12%                 | 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      | $184562.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                       | REP ANGOLA AVENIR IV SR UNSECURED REGS 09/28 10.75           | CUSIP: ACI30T443<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |     3963073 | PA      | $4034849.00   | 0.13%             | 2028-09-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BPS                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $26051.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/29 8.65                   | CUSIP: ACI2DBNY3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    11540000 | PA      | $977702.04    | 0.03%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $32821.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                            | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR         | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     4000000 | PA      | $4172792.00   | 0.14%             | 2035-05-20      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED REGS 10/33 7.875              | CUSIP: ACI30VDL0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      600000 | PA      | $557510.89    | 0.02%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 02/28 4.875          | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      300000 | PA      | $298642.50    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 04/51 5                   | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1300000 | PA      | $1019135.00   | 0.03%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260715                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $110108.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 2YR NOTE (CBT) JUN26 XCBT 20260630                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1942 | NC      | $-2903717.54  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LIMITED                                                            | AIA GROUP LTD SUBORDINATED 144A 09/40 3.2                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      400000 | PA      | $307624.14    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA 2022 TERM LOAN                                  | CUSIP: BA000WS06<br>LEI: 254900IDGKCJICKBPA66 | Long             | LON              | CORP              | US        |    10000000 | PA      | $9900000.00   | 0.32%             | 2027-12-18      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                      | COUNTRY GARDEN HOLDINGS CO COMMON STOCK HKD.1                | CUSIP: B1VKYN902<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |      552653 | NS      | $22621.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 01/55 6.78                     | CUSIP: P3143NBW3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $636912.00    | 0.02%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/37 6.875               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8600000 | PA      | $9030000.00   | 0.29%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WINDROSE RE LTD                                                              | WINDROSE RE LTD UNSECURED 144A 02/33 VAR                     | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $249275.00    | 0.01%             | 2033-02-11      | Floating      | 8.78%                 | 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      | $-61066.55    | -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        |  5831300000 | PA      | $4159700.11   | 0.14%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                           | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR         | CUSIP: ACI208PK2<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     9071880 | PA      | $6860609.25   | 0.22%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND SR UNSECURED 09/34 5.125                  | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $402525.80    | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | J P MORGAN TERM REPO                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    33878318 | PA      | $33878317.50  | 1.11%             |  |  |  | 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        |    50530000 | PA      | $50348407.81  | 1.64%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 04/42 2.875                        | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3300000 | PA      | $2392065.55   | 0.08%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                                 | REPUBLIC OF ARMENIA SR UNSECURED REGS 02/31 3.6              | CUSIP: ACI1VFNP5<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     2600000 | PA      | $2315251.33   | 0.08%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1465.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 02/34 5.625               | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4400000 | PA      | $4308700.00   | 0.14%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 08/33 5.85            | CUSIP: 699149AM2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      700000 | PA      | $721070.00    | 0.02%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-9                                      | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1               | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50446 | PA      | $46466.87     | 0.00%             | 2037-10-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 01/27 5.95              | CUSIP: P3579EBV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $2015300.00   | 0.07%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $136472.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853                  | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2700000 | PA      | $2780379.00   | 0.09%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -361059 | PA      | $-361083.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $11781.78     | 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      | $72.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED 144A 06/37 5.375            | CUSIP: ACI1YDQM1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1900000 | PA      | $1112178.73   | 0.04%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MACEDONIA GOVT                                                               | NORTH MACEDONIA SR UNSECURED 144A 03/27 6.96                 | CUSIP: ACI2CYC67<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     6400000 | PA      | $7527414.46   | 0.25%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                 | CUSIP: BMFXTZII6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1000000 | PA      | $817764.03    | 0.03%             | 2035-07-09      | Variable      | 3.88%                 | 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      | $43431.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | GOVERNMENT OF THE REPUBLIC OF 06/53 5.75                     | CUSIP: ACI2PHH16<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     7600000 | PA      | $5021109.10   | 0.16%             | 2053-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.05497 11/11/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $20201.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAB MTGE BACKED PASS-THRU CERTS 2006-1                                      | CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A                   | CUSIP: 22943HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191199 | PA      | $46644.60     | 0.00%             | 2036-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                          | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75             | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      868099 | PA      | $887709.78    | 0.03%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/30 VAR            | CUSIP: ACI2SS6S2<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     3686058 | PA      | $3391255.85   | 0.11%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $234948.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/55 6.75                         | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1600000 | PA      | $1625408.16   | 0.05%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 01/53 5.65                | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      700000 | PA      | $672872.44    | 0.02%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                    | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    49000000 | PA      | $49318500.00  | 1.61%             | 2030-08-17      | Fixed         | 5.50%                 | 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      | $-49818.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.23000 10/23/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $46631.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25000 03/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-592315.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $13034.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                                 | TURK IHRACAT KR BK SR UNSECURED 144A 02/28 7.5               | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     2600000 | PA      | $2665419.09   | 0.09%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-29045.15    | -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      | $138571.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 10/45 6.5                          | CUSIP: ACI30VFV6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3000000 | PA      | $3316296.10   | 0.11%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-94842.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                     | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/31 8.25        | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3134100.25   | 0.10%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-15N                                                     | LEHMAN XS TRUST LXS 2007 15N 2A1                             | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1792196 | PA      | $1772369.03   | 0.06%             | 2037-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 01/31 8.747            | CUSIP: BGT0PTII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      650000 | PA      | $687764.53    | 0.02%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                             | VEDANTA RESOURCES COMPANY GUAR 144A 10/32 9.125              | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5538022.11   | 0.18%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -419635 | PA      | $-423673.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-240.41      | -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      | $-3861.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 10/37 6.625             | CUSIP: ACI30T4M3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1100000 | PA      | $1002609.92   | 0.03%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 01/37 8.25                     | CUSIP: ACI2MLY11<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1800000 | PA      | $1851434.55   | 0.06%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                           | CSN ISLANDS XI CORP COMPANY GUAR 144A 01/28 6.75             | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     4100000 | PA      | $3013007.75   | 0.10%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 12/99 4                   | CUSIP: ACI0C9D73<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1000000 | PA      | $756839.17    | 0.02%             | 2099-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260417                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-15308.97    | -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      | $-38.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX SNR LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-238019.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED REGS 11/54 7.95        | CUSIP: ACI2S5MR6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3500000 | PA      | $3463462.17   | 0.11%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                              | INTEROCEANICA FINANCE V UNSECURED REGS 05/30 7.86            | CUSIP: G34072AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2437436 | PA      | $2507837.51   | 0.08%             | 2030-05-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GH4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1200000 | PA      | $1306725.66   | 0.04%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                  | KUWAIT INTL BOND SR UNSECURED REGS 10/35 4.652               | CUSIP: ACI30SLW4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     2900000 | PA      | $2789114.47   | 0.09%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS REPO EUR ZCP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | LU        |     4546050 | PA      | $5254552.89   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -273696 | PA      | $-272650.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | REPUBLIC OF PHILIPPINES SR UNSECURED 03/41 3.7               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5500000 | PA      | $4412239.65   | 0.14%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3100000 | PA      | $3539242.27   | 0.12%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 01/60 5.875             | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3700000 | PA      | $3100415.00   | 0.10%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-9510.99     | -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      | $459954.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 02/49 4.375                    | CUSIP: P3143NBB9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      453000 | PA      | $346266.73    | 0.01%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-17284.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSNIA AND HERZEGOVINA GOVT                                                  | REP SRPSKA INTL BOND REP SRPSKA INTL BOND                    | CUSIP: ACI396L78<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |     3300000 | PA      | $3832499.97   | 0.13%             | 2031-04-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83        | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     3800000 | PA      | $2570295.53   | 0.08%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                   | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5200000 | PA      | $1562704.68   | 0.05%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAR MONGOLIA                                                 | CITY OF ULAANBAATAAR MON GOVT GUARANT REGS 08/27 7.75        | CUSIP: ACI2S00K6<br>LEI: N/A                  | Long             | DBT              | MUN               | MN        |     1100000 | PA      | $1109841.45   | 0.04%             | 2027-08-21      | Fixed         | 7.75%                 | 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        |     2065568 | PA      | $46475.28     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | 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        |    25000000 | PA      | $7643897.81   | 0.25%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.03 01/02/26-01/02/29 CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $126236.73    | 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      | $-15414.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                     | CIMA FINANCE LTD SECURED REGS 09/29 2.95                     | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |     1962904 | PA      | $1836673.50   | 0.06%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $522133.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.83000 10/12/23-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-5385.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260413                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1191.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.07500 10/03/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-781356.91   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      145460 | PA      | $124430.41    | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/61 3.404           | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1200000 | PA      | $789755.99    | 0.03%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-66712.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A7            | CUSIP: 75115DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      614321 | PA      | $492590.30    | 0.02%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $209.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NOK BOUGHT USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-2069.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $10921.86     | 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      | $-335.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                           | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A           | CUSIP: 3623413V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99692 | PA      | $80187.22     | 0.00%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260415                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-234180.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $199.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260403                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2133.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-15589.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                          | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR                 | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      300000 | PA      | $300000.00    | 0.01%             | 2033-03-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                      | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1            | CUSIP: 83613FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      596960 | PA      | $473717.52    | 0.02%             | 2037-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                            | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR         | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $763035.92    | 0.02%             | 2032-01-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260421                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-32669.73    | -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      | $-2666.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260707                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $92597.92     | 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        |      454046 | PA      | $163805.51    | 0.01%             | 2036-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 12/34 10.375           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1500000 | PA      | $1720990.11   | 0.06%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BENIN GOVT                                                                   | BENIN INTL GOV BOND SR UNSECURED 144A 02/38 7.96             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1100000 | PA      | $1081261.09   | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/37 6.55           | CUSIP: P5015VAS5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1100000 | PA      | $1150050.00   | 0.04%             | 2037-02-06      | Fixed         | 6.55%                 | 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        |      808046 | PA      | $1212.07      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/31 3.875               | CUSIP: ACI381N52<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      800000 | PA      | $903107.39    | 0.03%             | 2031-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 6.95              | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $612180.00    | 0.02%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP MYI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2321.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS GOVT GUARANT REGS 08/28 6.35                  | CUSIP: ACI14B7L1<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    11400000 | PA      | $11482252.03  | 0.38%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1758760 | PA      | $-1779181.27  | -0.06%            |  |  |  | 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      | $-4695.04     | -0.00%            |  |  |  | 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        |       23161 | PA      | $22926.20     | 0.00%             | 2035-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $162639.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3183073 | PA      | $-3199103.62  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                                        | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1              | CUSIP: 68402BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      474645 | PA      | $330837.01    | 0.01%             | 2037-04-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| RENEW PRIVATE LIMITED                                                        | RENEW POWER PVT LTD SR SECURED REGS 03/27 5.875              | CUSIP: Y7279WAA9<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      600000 | PA      | $593990.93    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY5                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1             | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64705 | PA      | $53775.53     | 0.00%             | 2037-05-25      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4286198 | PA      | $2211678.17   | 0.07%             | 2036-02-01      | Variable      | 4.50%                 | 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