# EDGAR Filing Document

**Accession Number:** 0000741350
**File Stem:** 0001752724-25-160266
**Filing Date:** 2025-6
**Character Count:** 293561
**Document Hash:** e7e0f00a665de243319af554d8beb6d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160266.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160266

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03981
- **FILM NUMBER:** 251080244

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $222031013.05

**Total Liabilities:** $6586259.73

**Net Assets:** $215444753.32

**Cash Not Reported:** $3295760.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 20.09001000 | **1-Year:** 1263.53380000 | **5-Year:** 21843.50498000 | **10-Year:** 46074.04026000 | **30-Year:** 5493.32776000

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

- **3-Month:** 40.33633000 | **1-Year:** 6364.57752000 | **5-Year:** 25614.22002000 | **10-Year:** 19212.96503000 | **30-Year:** 725.27226000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195653 | 1.50%                | -0.98%               | -0.51%               |
| Class ID C000195654 | 1.44%                | -1.04%               | -0.43%               |
| Class ID C000195655 | 1.67%                | -1.08%               | -0.33%               |
| Class ID C000195656 | 1.52%                | -0.94%               | -0.48%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-280105.30              | $2178858.37                                |
| Month 2  | $-393883.37              | $-2563661.10                               |
| Month 3  | $-193127.64              | $-983692.26                                |

**Designated Index Information**

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

- **Index Identifier:** GBIEMCOR Index

### Schedule of Portfolio Investments

| Name                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -960000 | NC      | $-10373.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2850.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS PAKISTAN GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-3661.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -544000 | NC      | $-29.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | PHP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $51734.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   1626000 | NC      | $8.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11006.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-575.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1496000 | NC      | $228.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -269000 | NC      | $-1858.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |  -1626000 | NC      | $-150963.69   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-135700.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -521000 | NC      | $-71.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | EUR/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1443.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         7 | NC      | $7881.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -2328000 | NC      | $-53949.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        40 | NC      | $140357.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank, National Association                    | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-24398.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    544000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |  -2206000 | NC      | $-2208.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -13 | NC      | $-10600.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    269000 | NC      | $158.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1074000 | NC      | $0.05         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-61074.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -532000 | NC      | $-6081.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |   -518000 | NC      | $-9383.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15081.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | INR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   3152000 | NC      | $482.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        48 | NC      | $44886.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    544000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    960000 | NC      | $487.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLC BNY MELLON CAPITAL MARKETS, LLC               | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28783.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    518000 | NC      | $1.50         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   1083000 | NC      | $10.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4559.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS INR PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   2328000 | NC      | $8303.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -538000 | NC      | $-3805.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -536000 | NC      | $-3799.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 5 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        51 | NC      | $22254.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC            | CDS REPUBLIC OF COTE D'IVOIRE                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-12235.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -536000 | NC      | $-2703.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -534000 | NC      | $-1027.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39907.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    263000 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        16 | NC      | $-389.45      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                      | USD/HUF FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1093.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -544000 | NC      | $-212.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-46727.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.37.V2                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-37176.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-785.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.       | 2 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       112 | NC      | $163615.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-31257.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -518000 | NC      | $-7874.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.43.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-174758.48   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | CNH CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   3255000 | NC      | $95.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-45901.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/THB FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15219.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $10819.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12881.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-21713.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $20196.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-126254.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-9583.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $7330.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS INR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $421.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-24667.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8921.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4353.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $15756.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS MXN                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $11884.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-25280.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10293.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $15958.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-56208.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $21180.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-3907.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $33254.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS THB                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2043.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/TRY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-567.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3496.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $17913.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $504.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS KRW                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $32166.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-12461.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-36086.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $26938.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-10402.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                       | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $30261.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22376.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-23578.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $28805.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12618.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS CZK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1924.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-3859.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS INR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $11868.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS HUF                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $3104.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-43689.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS PLN                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $354.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                         | IRS ZAR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8643.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                  | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $13550.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14761.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $236350.00    | 0.11%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    410000 | PA      | $407437.50    | 0.19%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    770000 | PA      | $770770.00    | 0.36%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    180000 | PA      | $130680.00    | 0.06%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    302000 | PA      | $298415.26    | 0.14%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    416338 | PA      | $288314.07    | 0.13%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| NTPC LTD                                          | NTPC Ltd                                                                        | CUSIP: 000000000<br>LEI: 335800Q4TRGJXNLVMB81 | Long             | DBT              | CORP              | IN        |    100000 | PA      | $112456.89    | 0.05%             | 2027-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1177045 | PA      | $613093.31    | 0.28%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    473000 | PA      | $451951.50    | 0.21%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    305000 | PA      | $296917.50    | 0.14%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1028.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    539000 | NC      | $7.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1140000 | PA      | $930810.00    | 0.43%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    960000 | PA      | $1038259.74   | 0.48%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    732689 | PA      | $591280.10    | 0.27%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    600000 | PA      | $420186.00    | 0.20%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $134000.00    | 0.06%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GMR HYDERABAD INTERNATIO                          | GMR Hyderabad International Airport Ltd                                         | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $380376.00    | 0.18%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $205400.00    | 0.10%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $170000.00    | 0.08%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1133000 | PA      | $1117138.00   | 0.52%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    426000 | PA      | $411090.00    | 0.19%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                        | USD/ZAR FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-264.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $384400.00    | 0.18%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    250000 | PA      | $42125.00     | 0.02%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   2010000 | PA      | $229140.00    | 0.11%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    725000 | PA      | $659478.13    | 0.31%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1431000 | PA      | $1087560.00   | 0.50%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    327386 | PA      | $213128.52    | 0.10%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                               | Fondo MIVIVIENDA SA                                                             | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $148125.00    | 0.07%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $197688.00    | 0.09%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                             | Jamaica Government International Bond                                           | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    300000 | PA      | $306675.00    | 0.14%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $289125.00    | 0.13%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EGP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $43565.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    208000 | PA      | $216977.28    | 0.10%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    910000 | PA      | $924560.00    | 0.43%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    478000 | PA      | $481642.36    | 0.22%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209294.04    | 0.10%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                        | CUSIP: 38381CAB8<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $127000.00    | 0.06%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1280000 | PA      | $1292806.40   | 0.60%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                           | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    330000 | PA      | $335259.38    | 0.16%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    310000 | PA      | $305117.50    | 0.14%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $181926.00    | 0.08%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    225000 | PA      | $238950.00    | 0.11%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MYR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6623.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                             | Jamaica Government International Bond                                           | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $225050.00    | 0.10%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                              | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $589128.00    | 0.27%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $817000.00    | 0.38%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    840000 | PA      | $819420.00    | 0.38%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1341135 | PA      | $697121.97    | 0.32%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    956000 | PA      | $976315.00    | 0.45%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                            | CUSIP: 69370PAE1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $159938.00    | 0.07%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    325000 | PA      | $331256.25    | 0.15%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    850000 | PA      | $624325.00    | 0.29%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                              | Bank Leumi Le-Israel BM                                                         | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    203000 | PA      | $203444.57    | 0.09%             | 2027-07-27      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27612.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $362250.00    | 0.17%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $226397.81    | 0.11%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                             | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    870000 | PA      | $790830.00    | 0.37%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    650000 | PA      | $662187.50    | 0.31%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $363546.00    | 0.17%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $502535.00    | 0.23%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    320000 | PA      | $311372.43    | 0.14%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $113200.00    | 0.05%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    430000 | PA      | $431578.10    | 0.20%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                      | QatarEnergy                                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1240000 | PA      | $905200.00    | 0.42%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $106104.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    132480 | PA      | $124531.20    | 0.06%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                   | TMS Issuer Sarl                                                                 | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206444.00    | 0.10%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $389840.87    | 0.18%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    275000 | PA      | $269293.75    | 0.12%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    800000 | PA      | $684200.00    | 0.32%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    500000 | PA      | $470000.00    | 0.22%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    795000 | PA      | $662632.50    | 0.31%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $110813.00    | 0.05%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $189951.00    | 0.09%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                             | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197400.00    | 0.09%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company               | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |         1 | NC      | $27497.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    587566 | PA      | $507692.58    | 0.24%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    465000 | PA      | $394668.75    | 0.18%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    635000 | PA      | $627043.45    | 0.29%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                           | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $145000.00    | 0.07%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $197775.00    | 0.09%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                    | Grupo Aval Ltd                                                                  | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $175250.00    | 0.08%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    810000 | PA      | $767013.30    | 0.36%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $956628.00    | 0.44%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $408252.00    | 0.19%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                           | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    600000 | PA      | $604800.00    | 0.28%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -15 | NC      | $9841.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195000.00    | 0.09%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $273750.00    | 0.13%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1385840 | PA      | $1172767.10   | 0.54%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $175900.00    | 0.08%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $229368.00    | 0.11%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $497400.00    | 0.23%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    250000 | PA      | $181750.00    | 0.08%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    480000 | PA      | $307680.00    | 0.14%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    710000 | PA      | $681742.00    | 0.32%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $206400.00    | 0.10%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-280.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    620000 | PA      | $752680.00    | 0.35%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    300000 | PA      | $231093.00    | 0.11%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                             | Southern Gas Corridor CJSC                                                      | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    400000 | PA      | $402408.00    | 0.19%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    378000 | PA      | $376110.00    | 0.17%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $624378.00    | 0.29%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $163188.00    | 0.08%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                          | AES Panama Generation Holdings SRL                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    379267 | PA      | $331407.12    | 0.15%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    750000 | PA      | $765000.00    | 0.36%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    515000 | PA      | $315695.00    | 0.15%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1230992 | PA      | $735825.17    | 0.34%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    536000 | NC      | $17.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    845000 | PA      | $749100.95    | 0.35%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $207388.00    | 0.10%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    520000 | PA      | $491238.80    | 0.23%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    410000 | PA      | $414715.00    | 0.19%             | 2034-06-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                        | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    355000 | PA      | $369532.81    | 0.17%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    350000 | PA      | $44100.00     | 0.02%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                            | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $201878.00    | 0.09%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    364000 | PA      | $322027.16    | 0.15%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                           | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT           | CUSIP: 74445PAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    200000 | PA      | $199700.00    | 0.09%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $201500.00    | 0.09%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    533000 | NC      | $17.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                 | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-658.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                           | Periama Holdings LLC/DE                                                         | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397500.00    | 0.18%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    440000 | PA      | $448936.40    | 0.21%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $244314.00    | 0.11%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    781985 | PA      | $551377.62    | 0.26%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $165938.00    | 0.08%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1640000 | PA      | $1282168.40   | 0.60%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                          | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $202300.00    | 0.09%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    115000 | PA      | $19377.50     | 0.01%             | 2031-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    240000 | PA      | $176160.00    | 0.08%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                            | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $190312.00    | 0.09%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |  -1051000 | NC      | $-3870.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    380000 | PA      | $379836.72    | 0.18%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1245000 | PA      | $1349580.00   | 0.63%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $107000.00    | 0.05%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENE                          | Pertamina Geothermal Energy PT                                                  | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $200250.00    | 0.09%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                           | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    734555 | PA      | $649852.06    | 0.30%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $186250.00    | 0.09%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     75000 | PA      | $12637.50     | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    502000 | PA      | $469997.50    | 0.22%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    500863 | PA      | $407733.79    | 0.19%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                            | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    167000 | PA      | $158984.00    | 0.07%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-26220.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1092000 | PA      | $670488.00    | 0.31%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $168650.00    | 0.08%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $190180.00    | 0.09%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    500000 | PA      | $337625.00    | 0.16%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    165000 | PA      | $183315.00    | 0.09%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    335000 | PA      | $229860.25    | 0.11%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $828576.00    | 0.38%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1403000 | PA      | $1364076.83   | 0.63%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                          | MFB Magyar Fejlesztesi Bank Zrt                                                 | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    215000 | PA      | $221047.95    | 0.10%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    770000 | PA      | $790886.25    | 0.37%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2064.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    892000 | PA      | $935708.00    | 0.43%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                            | CUSIP: 69370RAE7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $159938.00    | 0.07%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HERITAGE PETROL CO LTD                            | Heritage Petroleum Co Ltd                                                       | CUSIP: 42727GAA6<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |    200000 | PA      | $201000.00    | 0.09%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $208187.50    | 0.10%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $58630.00     | 0.03%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    203000 | PA      | $210612.50    | 0.10%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $560550.00    | 0.26%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    830000 | PA      | $981475.00    | 0.46%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190312.00    | 0.09%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    547000 | PA      | $555205.00    | 0.26%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -539000 | NC      | $-2823.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                             | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    225000 | PA      | $165796.88    | 0.08%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1280000 | PA      | $147200.00    | 0.07%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    460000 | PA      | $553487.63    | 0.26%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $508314.00    | 0.24%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $152250.00    | 0.07%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $403200.00    | 0.19%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                          | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $192000.00    | 0.09%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    410000 | PA      | $394112.50    | 0.18%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    620000 | PA      | $566680.00    | 0.26%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                          | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $197578.00    | 0.09%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS PETROLEOS MEXICANOS                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-436.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    220000 | PA      | $226435.00    | 0.11%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $169824.00    | 0.08%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1150000 | PA      | $1120100.00   | 0.52%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $309760.00    | 0.14%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    810000 | PA      | $835515.00    | 0.39%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    980000 | PA      | $858725.00    | 0.40%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    433050 | PA      | $400138.06    | 0.19%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197825.00    | 0.09%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    797000 | PA      | $808357.25    | 0.38%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    172000 | PA      | $28982.00     | 0.01%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -464000 | NC      | $-1444.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    460000 | PA      | $77510.00     | 0.04%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    650000 | PA      | $665823.47    | 0.31%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    365000 | PA      | $410595.82    | 0.19%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    220000 | PA      | $133430.00    | 0.06%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $139938.00    | 0.06%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                             | Jamaica Government International Bond                                           | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    320000 | PA      | $362880.00    | 0.17%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    410000 | PA      | $301145.00    | 0.14%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $197410.00    | 0.09%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    290000 | PA      | $262631.25    | 0.12%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    810000 | PA      | $798660.00    | 0.37%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/MYR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16401.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $413000.00    | 0.19%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  34400000 | PA      | $1576136.76   | 0.73%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    315000 | PA      | $294131.25    | 0.14%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1240000 | PA      | $1219850.00   | 0.57%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $156600.00    | 0.07%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    160000 | PA      | $78960.00     | 0.04%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    420000 | PA      | $418530.00    | 0.19%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                              | YPF SA                                                                          | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    315000 | PA      | $306728.10    | 0.14%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                           | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    595000 | PA      | $614337.50    | 0.29%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $192876.00    | 0.09%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9039.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $159126.00    | 0.07%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    500000 | PA      | $419500.00    | 0.19%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    410000 | PA      | $409110.30    | 0.19%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                          | Banco do Brasil SA/Cayman                                                       | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $196562.50    | 0.09%             | 2029-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    440000 | PA      | $439313.60    | 0.20%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                            | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    220000 | PA      | $222543.20    | 0.10%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                          | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $201200.00    | 0.09%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                          | Indofood CBP Sukses Makmur Tbk PT                                               | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $179688.00    | 0.08%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    545000 | PA      | $76300.00     | 0.04%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    290000 | PA      | $252155.00    | 0.12%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $223.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                            | Oman Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    850000 | PA      | $874973.00    | 0.41%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                               | Bapco Energies BSC Closed                                                       | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    500000 | PA      | $530000.00    | 0.25%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $213150.00    | 0.10%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    265000 | PA      | $251750.00    | 0.12%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $1011540.00   | 0.47%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $164900.00    | 0.08%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                               | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    435000 | PA      | $308609.58    | 0.14%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    330000 | PA      | $296485.20    | 0.14%             | 2046-06-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    504000 | PA      | $84924.00     | 0.04%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MTN MAURITIUS INVSTMENTS                          | MTN Mauritius Investments Ltd                                                   | CUSIP: 55377XAB2<br>LEI: 2549009PQD415OQIR074 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201438.00    | 0.09%             | 2026-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7412.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | SGD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-62122.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $161126.00    | 0.07%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $162949.00    | 0.08%             | 2051-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1095000 | PA      | $184507.50    | 0.09%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    205000 | PA      | $204167.70    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    350000 | PA      | $318189.24    | 0.15%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    128675 | PA      | $78620.43     | 0.04%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276825.00    | 0.13%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    501030 | PA      | $344458.13    | 0.16%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    325000 | PA      | $308425.00    | 0.14%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $157000.00    | 0.07%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/KRW FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11731.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    290000 | PA      | $318420.00    | 0.15%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                             | Chile Electricity Lux Mpc II Sarl                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198200.00    | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    760000 | PA      | $839800.00    | 0.39%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1000000 | PA      | $719000.00    | 0.33%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    260000 | PA      | $217592.16    | 0.10%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                             | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $127000.00    | 0.06%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPCL-MITTAL ENERGY LTD                            | HPCL-Mittal Energy Ltd                                                          | CUSIP: 000000000<br>LEI: 3358008CSQJBZUGQXP26 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $388000.00    | 0.18%             | 2027-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    730000 | PA      | $679995.00    | 0.32%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    472654 | PA      | $303443.87    | 0.14%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1221000 | PA      | $1242978.00   | 0.58%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -541000 | NC      | $-1828.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PGIM Institutional Money Market Fund - D          | PGIM Institutional Money Market Fund - D                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3626762 | NS      | $3623860.66   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $127500.00    | 0.06%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1035000 | PA      | $174397.50    | 0.08%             | 2037-03-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    175000 | PA      | $29487.50     | 0.01%             | 2035-11-02      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    705000 | PA      | $596606.25    | 0.28%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    883240 | PA      | $718184.53    | 0.33%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    230000 | PA      | $241778.30    | 0.11%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $747752.00    | 0.35%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                          | State Oil Co of the Azerbaijan Republic                                         | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    400000 | PA      | $414756.00    | 0.19%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    280000 | PA      | $240240.00    | 0.11%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1135.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    440000 | PA      | $455400.00    | 0.21%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                           | Mong Duong Finance Holdings BV                                                  | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    190613 | PA      | $182214.36    | 0.08%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    540000 | PA      | $538785.00    | 0.25%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    380000 | PA      | $375250.00    | 0.17%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    345000 | PA      | $329647.50    | 0.15%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                               | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $138700.00    | 0.06%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $261000.00    | 0.12%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505000 | PA      | $503362.70    | 0.23%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                           | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 000000000<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    350000 | PA      | $340550.00    | 0.16%             | 2026-10-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $165050.00    | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -263000 | NC      | $-36.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $188250.00    | 0.09%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    771000 | PA      | $129913.50    | 0.06%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                              | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    352000 | PA      | $316140.00    | 0.15%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    530000 | PA      | $528420.60    | 0.25%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $188959.00    | 0.09%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    750000 | PA      | $771750.00    | 0.36%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                  | Transnet SOC Ltd                                                                | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $201125.00    | 0.09%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    705000 | PA      | $707203.13    | 0.33%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    220000 | PA      | $37070.00     | 0.02%             | 2020-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DIG MIDCO/DIFL US II LLC                          | Digicel Midco Ltd / Difl US II LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LC        |     70535 | PA      | $65156.71     | 0.03%             | 2028-11-25      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/TWD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1169.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    360000 | PA      | $375300.00    | 0.17%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1515000 | PA      | $1075028.85   | 0.50%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1085000 | PA      | $1070352.50   | 0.50%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1940000 | PA      | $1569460.00   | 0.73%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                          | Colombia Telecomunicaciones SA ESP                                              | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $175275.00    | 0.08%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    805000 | PA      | $538142.50    | 0.25%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $218000.00    | 0.10%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $183250.00    | 0.09%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  13352225 | PA      | $1321413.31   | 0.61%             | 2035-12-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                          | OCP SA                                                                          | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    430000 | PA      | $433418.50    | 0.20%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-173976.11   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    935000 | PA      | $963634.38    | 0.45%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    476000 | PA      | $476290.36    | 0.22%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    770000 | PA      | $724762.50    | 0.34%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $172856.00    | 0.08%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     57000 | PA      | $53423.25     | 0.02%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $124856.25    | 0.06%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                               | Honduras Government International Bond                                          | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $197918.74    | 0.09%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     45000 | PA      | $29925.00     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    370000 | PA      | $305768.00    | 0.14%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $170550.00    | 0.08%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/EGP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31583.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    680000 | PA      | $597040.00    | 0.28%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    529000 | PA      | $545399.00    | 0.25%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    314851 | PA      | $190957.13    | 0.09%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 80413TAL3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $355000.00    | 0.16%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                          | NAK Naftogaz Ukraine via Kondor Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    358896 | PA      | $346605.66    | 0.16%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    510000 | PA      | $364012.50    | 0.17%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $183500.00    | 0.09%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    400000 | PA      | $410800.00    | 0.19%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    122000 | PA      | $118126.50    | 0.05%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    683000 | PA      | $764960.00    | 0.36%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3806.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $116453.00    | 0.05%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     71542 | PA      | $65281.85     | 0.03%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    330000 | PA      | $336723.75    | 0.16%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    195000 | PA      | $97012.50     | 0.05%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    260000 | PA      | $228880.60    | 0.11%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    443000 | PA      | $394447.20    | 0.18%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    385000 | PA      | $382374.30    | 0.18%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $347314.25    | 0.16%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $180650.00    | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                               | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    197609 | PA      | $145885.02    | 0.07%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17846.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $405150.00    | 0.19%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $196250.00    | 0.09%             | 2025-09-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $206250.00    | 0.10%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $321200.00    | 0.15%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    396000 | PA      | $289080.00    | 0.13%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                 | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    515000 | PA      | $363559.10    | 0.17%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                            | MGM China Holdings Ltd                                                          | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $201187.50    | 0.09%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    906000 | PA      | $845298.00    | 0.39%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENN CLEAN ENERGY                                  | ENN Clean Energy International Investment Ltd                                   | CUSIP: 268733AA0<br>LEI: 3003009YZ3S5V395NR77 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $195260.00    | 0.09%             | 2026-05-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE                           | Instituto Costarricense de Electricidad                                         | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    200000 | PA      | $201412.00    | 0.09%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | COP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1053.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                      | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $20339.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                              | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $154880.00    | 0.07%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $207800.00    | 0.10%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $117126.02    | 0.05%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    365000 | PA      | $343100.00    | 0.16%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     15000 | PA      | $14482.50     | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $876480.00    | 0.41%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    187000 | PA      | $152031.00    | 0.07%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                          | Magyar Export-Import Bank Zrt                                                   | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $407002.00    | 0.19%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    285000 | PA      | $270680.18    | 0.13%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                | Morocco Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $263000.00    | 0.12%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18266.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    990000 | PA      | $928125.00    | 0.43%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $152250.00    | 0.07%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    250000 | PA      | $176500.00    | 0.08%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1670000 | PA      | $292250.00    | 0.14%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                               | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $355000.00    | 0.16%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                          | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $174500.00    | 0.08%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    420000 | PA      | $485100.00    | 0.23%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                          | Globo Comunicacao e Participacoes SA                                            | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $186562.00    | 0.09%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $494700.00    | 0.23%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    785000 | PA      | $735992.45    | 0.34%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1110.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $532200.00    | 0.25%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    950000 | PA      | $976658.31    | 0.45%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                           | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $134875.00    | 0.06%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    502000 | PA      | $324292.00    | 0.15%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                                | Papua New Guinea Government International Bond                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |    220000 | PA      | $213974.75    | 0.10%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                            | MGM China Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $321915.00    | 0.15%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $176500.00    | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     80000 | PA      | $13480.00     | 0.01%             | 2030-02-26      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                  | Transnet SOC Ltd                                                                | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    420000 | PA      | $422362.50    | 0.20%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    480000 | PA      | $407760.00    | 0.19%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD/PLN FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $588.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1280000 | PA      | $1333120.00   | 0.62%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                          | Aydem Yenilenebilir Enerji AS                                                   | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    180000 | PA      | $178470.00    | 0.08%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1351000 | PA      | $1455128.33   | 0.68%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    620000 | PA      | $487475.00    | 0.23%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    375000 | PA      | $379500.00    | 0.18%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                          | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $203750.00    | 0.09%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $372272.00    | 0.17%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                            | Brazilian Government International Bond                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    715000 | PA      | $668525.00    | 0.31%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $180650.00    | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                        | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    465000 | PA      | $474474.38    | 0.22%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1619.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                 | Chile Government International Bond                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    235000 | PA      | $177013.75    | 0.08%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1518000 | PA      | $1284228.00   | 0.60%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                  | Gohl Capital Ltd                                                                | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |    250000 | PA      | $244765.00    | 0.11%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                          | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $180440.00    | 0.08%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    130000 | PA      | $86450.00     | 0.04%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $170000.00    | 0.08%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $598750.00    | 0.28%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    350453 | PA      | $262138.84    | 0.12%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $221232.60    | 0.10%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    150000 | PA      | $164700.00    | 0.08%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31092.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1613375.00   | 0.75%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1340000 | PA      | $1382880.00   | 0.64%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $411052.00    | 0.19%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    550000 | PA      | $556358.00    | 0.26%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    430000 | PA      | $422905.00    | 0.20%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                          | Corp Financiera de Desarrollo SA                                                | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $187150.00    | 0.09%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     60000 | PA      | $59220.00     | 0.03%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    360000 | PA      | $280800.00    | 0.13%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                          | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $130304.74    | 0.06%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $457750.00    | 0.21%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                         | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16387.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    170000 | PA      | $171360.00    | 0.08%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $196650.00    | 0.09%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    205000 | PA      | $23780.00     | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                            | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    390000 | PA      | $366233.40    | 0.17%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1530960 | PA      | $1018088.40   | 0.47%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                            | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    260000 | PA      | $262925.00    | 0.12%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1114179.69   | 0.52%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    109000 | PA      | $108743.85    | 0.05%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                             | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    700000 | PA      | $426300.00    | 0.20%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    930000 | PA      | $18600.00     | 0.01%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    539000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    235000 | PA      | $49862.30     | 0.02%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1265000 | PA      | $1283429.95   | 0.60%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $187800.00    | 0.09%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                            | Montenegro Government International Bond                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    200000 | PA      | $201355.00    | 0.09%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $167626.00    | 0.08%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $332950.00    | 0.15%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                 | InRetail Consumer                                                               | CUSIP: 000000000<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $279975.00    | 0.13%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $335600.00    | 0.16%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                            | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    376179 | PA      | $213248.35    | 0.10%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                  | Peruvian Government International Bond                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    345000 | PA      | $328440.00    | 0.15%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | EUR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   2206000 | NC      | $34607.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    140000 | PA      | $105770.00    | 0.05%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    420000 | PA      | $416064.60    | 0.19%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1212091 | PA      | $598166.91    | 0.28%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $391420.00    | 0.18%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    600000 | PA      | $595200.00    | 0.28%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $183125.00    | 0.08%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $312724.00    | 0.15%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                          | Republic of South Africa Government International Bond                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    325000 | PA      | $314600.00    | 0.15%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    440000 | PA      | $399700.29    | 0.19%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                 | Globe Telecom Inc                                                               | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $158626.00    | 0.07%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |    518000 | NC      | $1.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    879000 | PA      | $810965.40    | 0.38%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                               | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    285000 | PA      | $270397.13    | 0.13%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                       | MEGlobal BV                                                                     | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $281156.25    | 0.13%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $506000.00    | 0.23%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                               | Turkiye Government International Bond                                           | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    810000 | PA      | $747630.00    | 0.35%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    245000 | PA      | $41282.50     | 0.02%             | 2022-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                 | Ghana Government International Bond                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    324191 | PA      | $243953.92    | 0.11%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    857390 | PA      | $417548.93    | 0.19%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    650000 | PA      | $572975.00    | 0.27%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1515000 | PA      | $1469983.33   | 0.68%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    545000 | NC      | $453.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    544000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1452927 | PA      | $1086789.40   | 0.50%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    253000 | PA      | $160427.30    | 0.07%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    260000 | PA      | $36400.00     | 0.02%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $154938.00    | 0.07%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    265000 | PA      | $212489.03    | 0.10%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    702367 | PA      | $337838.53    | 0.16%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                             | DP World Crescent Ltd                                                           | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $288390.00    | 0.13%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    840000 | PA      | $138600.00    | 0.06%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    191000 | PA      | $32183.50     | 0.01%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                          | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    480000 | PA      | $426000.00    | 0.20%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    532000 | NC      | $4.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                           | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $150000.00    | 0.07%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |   1720000 | PA      | $1874679.60   | 0.87%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FERMACA ENTERPRISES S RL                          | Fermaca Enterprises S de RL de CV                                               | CUSIP: 000000000<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |    523011 | PA      | $500134.03    | 0.23%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                 | Jordan Government International Bond                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $199500.00    | 0.09%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $193700.00    | 0.09%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    470000 | PA      | $287992.50    | 0.13%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $248125.00    | 0.12%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                             | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $189000.00    | 0.09%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                               | GENM Capital Labuan Ltd                                                         | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $353300.00    | 0.16%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    435000 | PA      | $510255.00    | 0.24%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.39.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-50607.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1022000 | PA      | $941262.00    | 0.44%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                          | Bank Gospodarstwa Krajowego                                                     | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $402028.00    | 0.19%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $281400.00    | 0.13%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    350000 | PA      | $310887.50    | 0.14%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    600000 | PA      | $471000.00    | 0.22%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     80000 | PA      | $73680.00     | 0.03%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1020000 | PA      | $964920.00    | 0.45%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                | Serbia International Bond                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    640000 | PA      | $575038.29    | 0.27%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    178985 | PA      | $87076.20     | 0.04%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    870000 | PA      | $901537.50    | 0.42%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $75364.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                            | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100143 | PA      | $100143.49    | 0.05%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                            | Pertamina Persero PT                                                            | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $192200.00    | 0.09%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2541850 | PA      | $1685564.28   | 0.78%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                            | Mexico City Airport Trust                                                       | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $314750.00    | 0.15%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   2850000 | PA      | $480225.00    | 0.22%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                             | Brazil Minas SPE via State of Minas Gerais                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     85500 | PA      | $84728.79     | 0.04%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $136885.00    | 0.06%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $167376.00    | 0.08%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $147210.00    | 0.07%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                              | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    630000 | PA      | $603540.00    | 0.28%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CLP FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6832.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1061000 | PA      | $908640.40    | 0.42%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $192938.00    | 0.09%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    220000 | PA      | $219670.00    | 0.10%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    810000 | PA      | $759375.00    | 0.35%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    220000 | PA      | $213462.93    | 0.10%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $166062.00    | 0.08%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $405000.00    | 0.19%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                           | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1235000 | PA      | $1271123.75   | 0.59%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    380000 | PA      | $421335.24    | 0.20%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    800000 | PA      | $777800.00    | 0.36%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -266000 | NC      | $-3629.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $172312.00    | 0.08%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $397400.00    | 0.18%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    668853 | PA      | $250819.88    | 0.12%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1743158 | PA      | $1336566.59   | 0.62%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| AGILE GROUP HOLDINGS LTD                          | Agile Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $13000.00     | 0.01%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    445000 | PA      | $80545.00     | 0.04%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                | CA Magnum Holdings                                                              | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    400000 | PA      | $389500.00    | 0.18%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    720000 | PA      | $739350.00    | 0.34%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1005781.25   | 0.47%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    290000 | PA      | $254620.00    | 0.12%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                       | CDS CDX.NA.HY.43.V1                                                             | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |         1 | NC      | $-157.60      | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    415000 | PA      | $69927.50     | 0.03%             | 2031-11-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    985645 | PA      | $851656.72    | 0.40%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $135225.00    | 0.06%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                            | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1000000 | PA      | $842000.00    | 0.39%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200609.38    | 0.09%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1000000 | PA      | $1052417.65   | 0.49%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    320000 | PA      | $53920.00     | 0.03%             | 2024-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1905842 | PA      | $1340044.97   | 0.62%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1641000 | PA      | $1528386.38   | 0.71%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                 | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $152750.00    | 0.07%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-21460.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    100000 | PA      | $112094.00    | 0.05%             | 2040-01-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    466000 | PA      | $454536.40    | 0.21%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $318171.00    | 0.15%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    360000 | PA      | $347760.00    | 0.16%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $342400.00    | 0.16%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund  | (PIPA070) PGIM Core Government Money Market Fund                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4918215 | NS      | $4918215.15   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    565229 | PA      | $281201.43    | 0.13%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    315000 | PA      | $307912.50    | 0.14%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTR                           | Summit Digitel Infrastructure Ltd                                               | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |    435000 | PA      | $378854.55    | 0.18%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    695000 | PA      | $700560.00    | 0.33%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2458.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                             | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1274185 | PA      | $786331.42    | 0.36%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                             | Indonesia Government International Bond                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    590000 | PA      | $574512.50    | 0.27%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $606750.00    | 0.28%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                               | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    675000 | PA      | $637706.25    | 0.30%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                          | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    904000 | PA      | $830324.00    | 0.39%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                           | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    450000 | PA      | $383400.00    | 0.18%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                    | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1242000 | PA      | $1173690.00   | 0.54%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                      | Ecopetrol SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    275000 | PA      | $262281.25    | 0.12%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $177626.00    | 0.08%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    320000 | PA      | $318972.80    | 0.15%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    524000 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199000.00    | 0.09%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $392752.00    | 0.18%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    390000 | PA      | $350633.40    | 0.16%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    471025 | PA      | $233157.38    | 0.11%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                  | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $191140.00    | 0.09%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198850.00    | 0.09%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    645000 | PA      | $599850.00    | 0.28%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    780000 | PA      | $131430.00    | 0.06%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTL FIN LTD Common Equity                | DIGICEL INTL FIN LTD Common Equity                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $5971.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    208000 | PA      | $207792.00    | 0.10%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-934.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS TRY PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |   -545000 | NC      | $-4226.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    526000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | USD/COP FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7148.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association             | CLP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5948.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD/IDR FORWARD                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8757.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                   | CDS CDX.EM.36.V1                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3773.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1742.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -533000 | NC      | $-1887.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |   -524000 | NC      | $-12517.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | MXN CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    266000 | NC      | $1.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | USD CALL VERSUS COP PUT                                                         | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |   1051000 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                        | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-14683.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | KRW/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1184.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TWD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22436.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                  | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37584.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35270.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/PEN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2913.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/MXN FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17902.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |   -518000 | NC      | $-2423.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS CZK PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    534000 | NC      | $2.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | ZAR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $624.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | USD/CZK FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $747.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                        | USD CALL VERSUS ZAR PUT                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |    538000 | NC      | $37.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | ZAR CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    541000 | NC      | $25.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    518000 | NC      | $2.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS BRL PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    521000 | NC      | $0.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR CALL VERSUS MXN PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    464000 | NC      | $18.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | EUR/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $152.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                    | JPY/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-114.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                    | BRL CALL VERSUS USD PUT                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    524000 | NC      | $2.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | USD CALL VERSUS KRW PUT                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    536000 | NC      | $7.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                          | TRY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-151.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer