# EDGAR Filing Document

**Accession Number:** 0000741350
**File Stem:** 0000940400-26-025754
**Filing Date:** 2026-6
**Character Count:** 296656
**Document Hash:** 81f0dddb8f81dd2915d04977e858fd5f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025754.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025754

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261125208

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $188316091.78

**Total Liabilities:** $6376415.24

**Net Assets:** $181939676.54

**Cash Not Reported:** $2523741.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3.61585000 | **1-Year:** 1300.45639000 | **5-Year:** 15422.18854000 | **10-Year:** 39482.70722000 | **30-Year:** 4983.38292000

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

- **3-Month:** 19.20575000 | **1-Year:** 4871.38485000 | **5-Year:** 21285.15272000 | **10-Year:** 20494.64747000 | **30-Year:** 883.84692000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195653 | 1.40%                | -4.09%               | 3.47%                |
| Class ID C000195654 | 1.34%                | -4.02%               | 3.40%                |
| Class ID C000195655 | 1.29%                | -3.92%               | 3.50%                |
| Class ID C000195656 | 1.42%                | -4.06%               | 3.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $439726.14               | $801143.00                                 |
| Month 2  | $170858.42               | $-8334552.05                               |
| Month 3  | $14403.83                | $5003612.73                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| State Street Bank and Trust Company                                 | USD/PLN FORWARD                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $97.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | KRW/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-610.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | COP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-62013.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS TRY PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      458000 | NC      | $171.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                           | CLP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-728.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                     | CDS CDX.EM.39.V1                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $28837.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                        | USD/CNH FORWARD                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16116.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                              | U.S. Treasury Bond Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          17 | NC      | $-16180.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10122.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS MXN PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -905000 | NC      | $-6220.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets, LLC                                            | ZAR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1360.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                               | USD/SGD FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-14.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | COP CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     1309000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                         | CDS REPUBLIC OF ECUADOR                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $37797.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | EUR/HUF FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $669.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                         | CDS REPUBLIC OF ECUADOR                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $10003.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/BRL FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8652.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                           | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22797.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                 | EUR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27796.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4419.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                              | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          33 | NC      | $-57154.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | BRL CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |     -455000 | NC      | $-6517.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | BRL/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $106894.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | BRL/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $76579.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | CLP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4005.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                           | CDS CDX.EM.40.V1                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $11427.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | USD/ZAR FORWARD                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3425.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                              | CDS REPUBLIC OF SERBIA                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-6585.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | USD/CLP FORWARD                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3779.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD CALL VERSUS HUF PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      905000 | NC      | $0.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                      | USD/CLP FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15358.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | INR CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |      457000 | NC      | $1.55         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | USD/THB FORWARD                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $129404.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/SGD FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11754.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                 | USD/CNH FORWARD                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1462.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | USD/COP FORWARD                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1891.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/TRY FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $439.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                              | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -13 | NC      | $21980.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD CALL VERSUS ZAR PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      443000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD CALL VERSUS COP PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -458000 | NC      | $-9599.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD CALL VERSUS HUF PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -905000 | NC      | $-4151.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | EUR CALL VERSUS HUF PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      392000 | NC      | $25.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | INR CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |      456000 | NC      | $4.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS COP PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      453000 | NC      | $27.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS TRY PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -887000 | NC      | $-2088.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                               | USD/INR FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2099.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | THB CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -700000 | NC      | $-1764.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | INR CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |     -456000 | NC      | $-1888.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | INR CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |     -457000 | NC      | $-1055.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | TWD CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -800000 | NC      | $-2188.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS INR PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -892000 | NC      | $-7749.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | MXN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1291.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/BRL FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1638.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | COP CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |    -1309000 | NC      | $-14375.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | USD/HUF FORWARD                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2869.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2202.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2226.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS THB PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -700000 | NC      | $-5143.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                  | USD/EUR FORWARD                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $39127.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS TRY PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      458000 | NC      | $171.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                               | COP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $7924.87      | 0.00%             |  |  |  | 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      | $9223.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/BRL FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15994.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | ZAR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27754.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | EUR CALL VERSUS BRL PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -391000 | NC      | $-3835.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                   | Euro(FGBL) Bund Futures                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -23 | NC      | $84796.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/NGN FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4985.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/NGN FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3328.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | EUR CALL VERSUS HUF PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      392000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                               | TRY CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |     -698000 | NC      | $-2639.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/PHP FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6661.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | TRY CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -698000 | NC      | $-2639.15     | -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        |      905000 | NC      | $6.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS BRL PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      443000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS ZAR PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -905000 | NC      | $-6150.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS TRY PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -458000 | NC      | $-3891.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                  | TWD/USD FORWARD                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2035.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL PLC                              | CDS REPUBLIC OF ARGENTINA                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $8685.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | EUR CALL VERSUS BRL PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      391000 | NC      | $30.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS TRY PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -458000 | NC      | $-3891.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS CLP PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -458000 | NC      | $-4350.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                  | USD/GBP FORWARD                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-316.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | THB CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      700000 | NC      | $0.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS KRW PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     1378000 | NC      | $10.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS COP PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -906000 | NC      | $-9492.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | USD CALL VERSUS KRW PUT                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |     -887000 | NC      | $-3743.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                     | CDS CDX.EM.41.V1                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2777.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD CALL VERSUS COP PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |      458000 | NC      | $3.41         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | TWD CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      800000 | NC      | $24.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1872.26     | -0.00%            |  |  |  | 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      | $49593.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | HUF CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      955000 | NC      | $1.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS COP PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      451000 | NC      | $0.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8563.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | USD/CNH FORWARD                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1523.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                   | Euro(FGBM) Bobl Futures                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -48 | NC      | $138607.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS TRY PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      887000 | NC      | $54.57        | 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        |     -443000 | NC      | $-257.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | CZK CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      437000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS CLP PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      437000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | EGP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-6130.87     | -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      | $-2807.51     | -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      | $-66476.41    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                           | IRS HUF                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $13848.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS CLP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $9917.01      | 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      | $-44624.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS BRL                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-19359.74    | -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      | $1343.81      | 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      | $10398.23     | 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      | $-8564.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5707.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | CZK CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |     -437000 | NC      | $-13183.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2664.33      | 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      | $-22012.95    | -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      | $-60420.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS CLP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8657.75      | 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      | $40013.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS BRL                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3121.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2946.52      | 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      | $-2179.49     | -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      | $-81650.18    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                           | IRS HUF                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $3810.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD/BRL FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6603.30      | 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      | $18983.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                         | IRS PLN                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $22607.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS CLP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3403.22      | 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      | $-19654.49    | -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      | $240.74       | 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      | $21220.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2019.01      | 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      | $-26149.87    | -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      | $-56639.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS BRL                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $465.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/THB FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5124.90     | -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      | $-10042.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS CLP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2903.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $8918.03      | 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      | $789.74       | 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      | $12149.05     | 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      | $-16277.61    | -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      | $-913.35      | -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      | $-96375.50    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                           | IRS KRW                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $24897.32     | 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      | $18742.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/EGP FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-10614.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1690.21      | 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      | $-37490.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH LIMITED                                                         | IRS ZAR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-3422.86     | -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      | $6714.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-6319.84     | -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      | $11395.91     | 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      | $-18617.51    | -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      | $-13384.46    | -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      | $12643.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                           | IRS INR                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $-32333.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                     | CDS CDX.EM.45.V1                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-256286.44   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                           | IRS HUF                                                | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |           1 | NC      | $49294.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS BRL                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5999.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS COP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $3046.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS CLP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $2048.23      | 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      | $44092.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS MXN                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-13286.48    | -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      | $7111.10      | 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      | $-4673.70     | -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      | $-8090.86     | -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      | $-2121.82     | -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      | $1929.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS CLP                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $1776.41      | 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      | $-42983.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                    | IRS BRL                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1712.42     | -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      | $-34566.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 5 07/17/33                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      500000 | PA      | $501453.15    | 0.28%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.125 06/15/48 REGS                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      180000 | PA      | $143173.80    | 0.08%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 5.625 09/22/35                                     | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      340000 | PA      | $332520.00    | 0.18%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.6 02/15/38 144A                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      226338 | PA      | $213323.57    | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 5 07/31/40 REGS                                   | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        2045 | PA      | $1708.60      | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 7 03/31/38                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      393500 | PA      | $186299.62    | 0.10%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS ZAR PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      905000 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 4.625 10/04/47 REGS                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      940000 | PA      | $781962.50    | 0.43%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4 02/01/32 144A                                 | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      630600 | PA      | $481463.10    | 0.26%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 1 07/09/29                                      | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      216369 | PA      | $193217.78    | 0.11%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.375 05/08/48 REGS                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      400000 | PA      | $389624.00    | 0.21%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 4.8 04/21/60 REGS                                | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $176244.00    | 0.10%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 7.625 01/17/53 144A                             | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      226000 | PA      | $240803.00    | 0.13%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 5.5 02/22/29 REGS                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1133000 | PA      | $1134019.70   | 0.62%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                         | FCFEMM 5.875 09/23/40 144A                             | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      197160 | PA      | $195262.14    | 0.11%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 5.25 01/17/42 REGS                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $194000.00    | 0.11%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.4 05/26/23 GMTN                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      250000 | PA      | $63375.00     | 0.03%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | BRL/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7092.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 3.875 07/09/35 *                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       87000 | PA      | $73568.49     | 0.04%             | 2035-07-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 6 11/15/26 REGS                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      960000 | PA      | $374400.00    | 0.21%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 5 01/27/45                                      | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      681000 | PA      | $548205.00    | 0.30%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                  | JORDAN 5.75 01/31/27 REGS                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $200180.00    | 0.11%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAMAICA, GOVERNMENT OF                                              | JAMAN 6.75 04/28/28                                    | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      200000 | PA      | $205378.64    | 0.11%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 5.5 06/16/34 REGS                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $304035.00    | 0.17%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 8 04/20/33                                       | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      630000 | PA      | $678510.00    | 0.37%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 7.125 01/17/33 144A                             | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      478000 | PA      | $506680.00    | 0.28%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 7.625 01/17/53 REGS                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      116000 | PA      | $123598.00    | 0.07%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                | OMAN 5.625 01/17/28 REGS                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      880000 | PA      | $893208.80    | 0.49%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                        | USD/COP FORWARD                                        | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $495.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.875 03/31/37 144A                              | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      600000 | PA      | $637500.00    | 0.35%             | 2037-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                     | CELELS 8.65 01/24/33 144A                              | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      150000 | PA      | $159225.00    | 0.09%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                 | MUBAUH 5.084 05/22/53 144A                             | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $179780.00    | 0.10%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 6.55 03/14/37                                     | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       95000 | PA      | $104025.00    | 0.06%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JAMAICA, GOVERNMENT OF                                              | JAMAN 7.875 07/28/45                                   | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      200000 | PA      | $241422.00    | 0.13%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III     | INDOIS 4.7 06/06/32 REGS                               | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $397500.00    | 0.22%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 5.5 01/17/48                                    | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      330000 | PA      | $317154.75    | 0.17%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6.625 02/17/28 144A                             | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $409388.00    | 0.23%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NATIONAL COMPANY JSC                                       | KZTGKZ 5.625 05/08/36 144A                             | CUSIP: 63549WAB1<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      205000 | PA      | $201515.00    | 0.11%             | 2036-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 5 07/31/40 144A                                   | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      896135 | PA      | $748720.79    | 0.41%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                               | USD/NGN FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $15513.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 7.5 02/12/36 144A                               | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      325000 | PA      | $333638.50    | 0.18%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYPT 8.7002 03/01/49 REGS                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      665000 | PA      | $613296.25    | 0.34%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 3 07/09/41 .                                    | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      493000 | PA      | $389693.46    | 0.21%             | 2041-07-09      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE - ISRAEL BM                                           | LUMIIT 5.125 07/27/27                                  | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      203000 | PA      | $203255.78    | 0.11%             | 2027-07-27      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.375 03/31/33 144A                              | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      630000 | PA      | $666338.40    | 0.37%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYPT 8.5 01/31/47 REGS                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      520000 | PA      | $473512.00    | 0.26%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 6.9 07/31/35 REGS                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1732933 | PA      | $1606428.89   | 0.88%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                  | MVMHU 6.5 03/13/31                                     | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      250000 | PA      | $261725.00    | 0.14%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 8.747 01/21/31 REGS                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $433400.00    | 0.24%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                      | BGOSK 5.375 05/22/33 REGS                              | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      300000 | PA      | $305190.00    | 0.17%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                              | 5-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         181 | NC      | $-208229.60   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                               | MXN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3539.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6.625 05/16/36 144A                             | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      240000 | PA      | $242520.00    | 0.13%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 6.875 08/15/55 144A                             | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      305000 | PA      | $329518.19    | 0.18%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.75 09/16/30 144A                              | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      600000 | PA      | $606000.00    | 0.33%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                                     | GASBCM 5.78 08/23/32 144A                              | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $205728.00    | 0.11%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                              | PLNIJ 1.875 11/05/31 REGS                              | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $414725.66    | 0.23%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5 04/17/49 REGS                                    | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      800000 | PA      | $698812.00    | 0.38%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 3 01/15/34                                        | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      505000 | PA      | $436320.00    | 0.24%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                         | PARGUY 6.1 08/11/44 REGS                               | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      500000 | PA      | $503250.00    | 0.28%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.1 11/19/36 REGS                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $209200.00    | 0.11%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 6.75 01/15/44 REGS                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $111000.00    | 0.06%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | PHP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16061.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                               | FRIDPT 5.315 04/14/32 144A                             | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $200200.00    | 0.11%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ZAMBIN 5.75 06/30/33 REGS                              | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      459589 | PA      | $453384.55    | 0.25%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                | OMAN 6.5 03/08/47 REGS                                 | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      435000 | PA      | $463997.10    | 0.26%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                              | AITOCU 4 08/11/41 REGS                                 | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $171000.00    | 0.09%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                         | PARGUY 6.65 03/04/55 144A                              | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      400000 | PA      | $423200.00    | 0.23%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 6.25 08/15/36 144A                              | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      255000 | PA      | $266172.19    | 0.15%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                  | MVMHU 7.5 06/09/28                                     | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      208000 | PA      | $217984.00    | 0.12%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 8 11/26/29 REGS                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      550000 | PA      | $559941.25    | 0.31%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 7.625 04/26/29 10Y                              | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      940000 | PA      | $983475.00    | 0.54%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                             | IDASAL 5.45 05/15/30 REGS                              | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $407040.00    | 0.22%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS BRL PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -443000 | NC      | $-34.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 5 07/03/29 144A                                  | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      779485 | PA      | $761627.00    | 0.42%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.6 06/15/35 REGS                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      645750 | PA      | $497227.50    | 0.27%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                      | BRASKM 8.5 01/12/31 144A                               | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $142860.00    | 0.08%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 8.5 10/12/35 REGS                                | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $494500.00    | 0.27%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 8.25 09/28/51 REGS                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      250000 | PA      | $253285.00    | 0.14%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                    | CFELEC 4.688 05/15/29 REGS                             | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      510000 | PA      | $503370.00    | 0.28%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 3.875 03/31/28                                       | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $399921.88    | 0.22%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 9.25 04/17/30 REGS                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      200000 | PA      | $214300.00    | 0.12%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 8.75 11/21/33                                     | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      450000 | PA      | $551250.00    | 0.30%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 8.75 04/14/32 REGS                               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      500000 | PA      | $519855.00    | 0.29%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | HUF CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -955000 | NC      | $-33831.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 7.5 02/10/37 144A                               | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      378000 | PA      | $404410.86    | 0.22%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                | OMAN 7 01/25/51 REGS                                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      750000 | PA      | $846562.50    | 0.47%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 6 09/19/44 REGS                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $167250.00    | 0.09%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HOLDINGS SRL                                  | AES 4.375 05/31/30 REGS                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      373404 | PA      | $352268.99    | 0.19%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 7 10/12/28 REGS                                 | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      550000 | PA      | $555505.50    | 0.31%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 3.6 01/15/72                                      | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      515000 | PA      | $322647.50    | 0.18%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 6.9 07/31/35 144A                                 | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      870992 | PA      | $807409.12    | 0.44%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 5.609 04/13/33                                  | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $208181.26    | 0.11%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 3.875 03/31/31                                       | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      265000 | PA      | $263260.94    | 0.14%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6.375 01/30/34 144A                             | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      520000 | PA      | $524680.00    | 0.29%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/THB FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2904.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 9.75 05/17/35 REGS                               | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      365000 | PA      | $170820.00    | 0.09%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PERTAMINA (PERSERO) PT                                              | PERTIJ 6.5 11/07/48 REGS                               | CUSIP: 69370RAC1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $205250.00    | 0.11%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                             | COSTAR 7.3 11/13/54 REGS                               | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      230000 | PA      | $259166.88    | 0.14%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.6 02/15/38 REGS                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      276550 | PA      | $260648.38    | 0.14%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                | OMAN 6.75 01/17/48 144A                                | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $217944.00    | 0.12%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                      | GASBCM 6.129 02/23/38 144A                             | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      240000 | PA      | $248202.00    | 0.14%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 4.2 03/29/47                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      300000 | PA      | $240750.00    | 0.13%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.35 03/15/33 144A                              | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      371985 | PA      | $331466.53    | 0.18%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                           | MEXCAT 5.5 07/31/47 REGS                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1440000 | PA      | $1252800.00   | 0.69%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MONGOLIA, GOVERNMENT OF                                             | MONGOL 7.875 06/05/29 144A                             | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $212637.50    | 0.12%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                               | USD/PHP FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7747.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 7 04/22/31 15Y                                   | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      115000 | PA      | $29382.50     | 0.02%             | 2031-04-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.25 12/11/55 REGS                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      260000 | PA      | $244920.00    | 0.13%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                 | MUBAUH 3.7 11/07/49 REGS                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      240000 | PA      | $173676.00    | 0.10%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 8.25 05/17/34 89                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       55000 | PA      | $14382.50     | 0.01%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 3.75 08/31/26                                        | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      380000 | PA      | $379955.47    | 0.21%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 5.5 02/04/33                                    | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      355000 | PA      | $350385.00    | 0.19%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 9.125 07/13/30                                  | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1245000 | PA      | $1374567.15   | 0.76%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 2.78 12/01/60                                     | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      610000 | PA      | $328790.00    | 0.18%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERTAMINA GEOTHERMAL ENERGY TBK PT                                  | PGEOIJ 5.15 04/27/28 144A                              | CUSIP: 69379VAA7<br>LEI: 2549009CVV6Y7H26NV14 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $200875.00    | 0.11%             | 2028-04-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                             | EIGPRL 3.545 08/31/36 144A                             | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      523755 | PA      | $478908.15    | 0.26%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/INR FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2489.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | RPGB 6.375 04/28/35 1073                               | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    11320000 | PA      | $176994.79    | 0.10%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.1 10/04/22 EMTN                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      280000 | PA      | $70980.00     | 0.04%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 5.125 01/15/45 REGS                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      200000 | PA      | $188000.00    | 0.10%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 8.5 01/31/37 2037                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6920176 | PA      | $399247.31    | 0.22%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.1 01/15/30 144A                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      380863 | PA      | $362684.41    | 0.20%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 4.5 04/01/56                                    | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1492000 | PA      | $1166744.00   | 0.64%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 12.75 02/17/22 REGS                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      241000 | PA      | $124115.00    | 0.07%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                           | MEXCAT 3.875 04/30/28 REGS                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $197400.00    | 0.11%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 10.375 12/09/34 REGS                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $478100.00    | 0.26%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 6.5 06/02/41                                     | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      195000 | PA      | $172185.00    | 0.09%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | TRY CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      698000 | NC      | $39055.85     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYPT 5.625 04/16/30 REGS                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1600000 | PA      | $1820190.31   | 1.00%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 6.25 05/22/36                                   | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      786000 | PA      | $782856.00    | 0.43%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 7.05 10/04/32 REGS                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      392000 | PA      | $426809.60    | 0.23%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HERITAGE PETROLEUM COMPANY LTD                                      | TPHLTT 9 08/12/29 144A                                 | CUSIP: 42727GAA6<br>LEI: 25490055MYPABN06OA04 | Long             | DBT              | CORP              | TT        |      200000 | PA      | $205125.00    | 0.11%             | 2029-08-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PERTAMINA (PERSERO) PT                                              | PERTIJ 4.7 07/30/49 REGS                               | CUSIP: 69370RAE7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $163750.00    | 0.09%             | 2049-07-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 3.23 07/28/21                                     | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      110000 | PA      | $60170.00     | 0.03%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6.75 09/27/34 MTNA                                 | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      493000 | PA      | $525106.63    | 0.29%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 8.375 03/24/29 REGS                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      690000 | PA      | $737837.70    | 0.41%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4 02/01/32 REGS                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      235000 | PA      | $179422.50    | 0.10%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 9.25 05/07/28                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      137000 | PA      | $70212.50     | 0.04%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS COP PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -451000 | NC      | $-925.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                    | VEDLN 9.125 10/15/32 REGS                              | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $270075.00    | 0.15%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 7.625 03/21/36                                  | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      660000 | PA      | $781638.00    | 0.43%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                             | SASOL 8.75 05/03/29 144A                               | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210536.00    | 0.12%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 8.625 02/28/29 REGS                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      100000 | PA      | $106200.00    | 0.06%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 7.25 01/12/56                                   | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1205000 | PA      | $1213435.00   | 0.67%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 6 05/16/24 REGS                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     1280000 | PA      | $502400.00    | 0.28%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU' - PETROPERU SA                                  | PETRPE 4.75 06/19/32 REGS                              | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      225000 | PA      | $183375.00    | 0.10%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | RPGB 5.925 02/23/36 1074                               | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    59900000 | PA      | $903264.62    | 0.50%             | 2036-02-23      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6.625 09/27/29 REGS                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      230000 | PA      | $289105.20    | 0.16%             | 2029-09-27      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 6.625 03/22/48 REGS                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      555000 | PA      | $592536.98    | 0.33%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD/EGP FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25996.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5 01/18/53 144A                                    | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $517104.00    | 0.28%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                             | COSTAR 7 04/04/44 REGS                                 | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      400000 | PA      | $436725.00    | 0.24%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.25 12/11/55 144A                                | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      400000 | PA      | $376800.00    | 0.21%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 5.85 07/02/32                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      220000 | PA      | $224180.00    | 0.12%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONGOLIA, GOVERNMENT OF                                             | MONGOL 6.625 02/25/30 144A                             | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $205600.00    | 0.11%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 6.85 01/27/45 REGS                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      615000 | PA      | $618075.00    | 0.34%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 6.4 06/05/49 REGS                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      180000 | PA      | $172440.00    | 0.09%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                  | DBKAZ 5.25 10/23/29 144A                               | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $203250.00    | 0.11%             | 2029-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 6.25 09/22/32 REGS                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      220000 | PA      | $234513.40    | 0.13%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 7.125 07/17/32                                  | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      670000 | PA      | $680217.50    | 0.37%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/EGP FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-15072.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | MXN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9398.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI, EMIRATES OF - DEPARTMENT OF FINANCE                      | ADGB 3.875 04/16/50 REGS                               | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      559000 | PA      | $424490.63    | 0.23%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                         | PARGUY 5.4 03/30/50 144A                               | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $181300.00    | 0.10%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 7.05 02/03/31 REGS                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      810000 | PA      | $853740.00    | 0.47%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 3.16 01/23/30                                   | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      400000 | PA      | $378800.00    | 0.21%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 4 04/15/28 144A                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      204392 | PA      | $194989.82    | 0.11%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 3.3 03/11/41                                      | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      153000 | PA      | $117351.00    | 0.06%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 7.375 05/13/55                                     | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      240000 | PA      | $255750.00    | 0.14%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.375 03/22/31 REGS                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      380000 | PA      | $454286.82    | 0.25%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.65 04/22/24 8Y                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      172000 | PA      | $43602.00     | 0.02%             | 2024-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                             | COSTAR 7.3 11/13/54 144A                               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      597000 | PA      | $672707.06    | 0.37%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS CLP PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      458000 | NC      | $1.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                         | CDEL 5.529 01/30/37 144A                               | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $197230.00    | 0.11%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.85 05/25/29 EMTN                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      255000 | PA      | $64642.50     | 0.04%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLAND 6.125 04/14/56 30Y                              | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      545000 | PA      | $546787.60    | 0.30%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 3.2 07/06/46                                    | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $138000.00    | 0.08%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JAMAICA, GOVERNMENT OF                                              | JAMAN 8 03/15/39                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      120000 | PA      | $144766.50    | 0.08%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYPT 8.7002 03/01/49 144A                             | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      210000 | PA      | $193672.50    | 0.11%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 9.625 06/09/31 REGS                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      500000 | PA      | $563225.00    | 0.31%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                         | ENOIGA 5.875 03/30/31                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      183819 | PA      | $175317.37    | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 5.5 02/22/29 144A                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      810000 | PA      | $810729.00    | 0.45%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MBONO 7.75 11/23/34 M                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17073500 | PA      | $896426.92    | 0.49%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | USD/ZAR FORWARD                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3445.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 7.625 01/30/33 144A                             | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      315000 | PA      | $330844.50    | 0.18%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                              | ESKOM 6.35 08/10/28 REGS                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      400000 | PA      | $405874.00    | 0.22%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/34 REGS                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       95000 | PA      | $57950.00     | 0.03%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                   | UNGUZB 8.75 05/07/30 REGS                              | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |      400000 | PA      | $428000.00    | 0.24%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 6.625 03/15/35                                  | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      420000 | PA      | $434914.20    | 0.24%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT    | MOROC 6.5 09/08/33 144A                                | CUSIP: 617726AP9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      395000 | PA      | $422183.90    | 0.23%             | 2033-09-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 7.5 09/20/47 REGS                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      200000 | PA      | $195250.00    | 0.11%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 4.55 04/21/50 REGS                               | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      500000 | PA      | $432450.00    | 0.24%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE                       | UZBEK 6.9 02/28/32 REGS                                | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      410000 | PA      | $438238.75    | 0.24%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                         | PARGUY 6 02/09/36 144A                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $209915.00    | 0.12%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/SGD FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $466.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKMUR TBK PT                                   | ICBPIJ 3.541 04/27/32                                  | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $183750.00    | 0.10%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 9 05/07/23                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      545000 | PA      | $272500.00    | 0.15%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                | KENINT 9.5 03/05/36 144A                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      290000 | PA      | $290667.00    | 0.16%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.75 07/04/36 144A                              | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      580000 | PA      | $546464.40    | 0.30%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE              | TRITOB 6.5 01/28/36 144A                               | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      260000 | PA      | $266258.20    | 0.15%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                | OMAN 6 08/01/29 REGS                                   | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      850000 | PA      | $882606.00    | 0.49%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 4.6 02/10/48                                       | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      300000 | PA      | $228337.50    | 0.13%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSC                                                  | BEXBAH 8.375 11/07/28 REGS                             | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | NUSS              | BH        |      500000 | PA      | $511250.00    | 0.28%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                | KENINT 9.75 02/16/31 144A                              | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      265000 | PA      | $279773.75    | 0.15%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 6.75 09/23/55 REGS                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      240000 | PA      | $256951.20    | 0.14%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/COP FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4995.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 8.25 05/09/28 REGS                               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      400000 | PA      | $410068.00    | 0.23%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 8.2 05/17/33 88                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      115000 | PA      | $30072.50     | 0.02%             | 2033-05-17      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SENEGAL, REPUBLIC OF                                                | SENEGL 5.375 06/08/37 REGS                             | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      700000 | PA      | $435843.14    | 0.24%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 5.625 01/23/46                                   | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       60000 | PA      | $46252.20     | 0.03%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.65 11/03/28 GMTN                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      504000 | PA      | $127764.00    | 0.07%             | 2028-11-03      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 9 01/31/40 2040                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3084824 | PA      | $180956.90    | 0.10%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.85 03/23/27 10Y                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      495000 | PA      | $125482.50    | 0.07%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                  | JORDAN 7.5 01/13/29 144A                               | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      205000 | PA      | $212691.60    | 0.12%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 6.875 10/17/40 REGS                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      515000 | PA      | $591963.39    | 0.33%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 0 07/31/30 144A                                   | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      115808 | PA      | $99478.64     | 0.05%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/EGP FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-22449.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                | KENINT 8.8 10/09/38 144A                               | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      240000 | PA      | $228561.60    | 0.13%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.6 05/15/36 144A                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      291030 | PA      | $273568.20    | 0.15%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 3.5 11/30/30                                         | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      467000 | PA      | $457149.22    | 0.25%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REPUBLIC OF                                       | PKSTAN 7.375 04/08/31 144A                             | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $193004.00    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 6.625 02/17/37 144A                              | CUSIP: 455780AX4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      290000 | PA      | $319725.00    | 0.18%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.244 01/15/31 144A                              | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      345000 | PA      | $368028.75    | 0.20%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                   | CHLMPC 5.58 10/20/35 144A                              | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      195501 | PA      | $199753.15    | 0.11%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 7.625 03/29/41 30Y                              | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      760000 | PA      | $891578.80    | 0.49%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 5.75 05/11/47 30Y                               | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1200000 | PA      | $933000.00    | 0.51%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 2 04/14/33 REGS                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $243203.75    | 0.13%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                           | CDS CDX.EM.41.V1                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4952.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                   | MAADEN 5.25 01/29/36 144A                              | CUSIP: 55407NAD4<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |      285000 | PA      | $280368.75    | 0.15%             | 2036-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 8.875 02/28/35 2035                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6300000 | PA      | $379800.27    | 0.21%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.6 06/15/35 144A                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      255414 | PA      | $196668.78    | 0.11%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 6.125 01/22/32                                  | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      501000 | PA      | $516030.00    | 0.28%             | 2032-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL INVESTMENT PORTFOLIOS 9                                  | PRUDENTIAL INVESTMENT PORTFOLIOS 9 PGIM INSTL MONEY    | CUSIP: 74440E300<br>LEI: 5493006TC8ECBK1GPV34 | Long             | STIV             | RF                | US        |     3531029 | NS      | $3528910.36   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 2.65 12/10/45                                   | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $126215.00    | 0.07%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 6.05 08/06/31 REGS                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $207400.00    | 0.11%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 7.1 02/03/38 144A                               | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |      200000 | PA      | $195000.00    | 0.11%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 7.125 02/12/32 7Y                               | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      400000 | PA      | $408100.00    | 0.22%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 7.25 03/23/37 20Y                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     1150000 | PA      | $300725.00    | 0.17%             | 2037-03-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3210.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 7.05 11/02/35 GMTN                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      280000 | PA      | $73220.00     | 0.04%             | 2035-11-02      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                    | ADGLXY 2.94 09/30/40 144A                              | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      509346 | PA      | $420383.63    | 0.23%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 5 07/03/29 REGS                                  | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      616875 | PA      | $599910.94    | 0.33%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 6.125 06/15/33 REGS                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $195210.00    | 0.11%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 9 11/17/21 REGS                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      270000 | PA      | $121500.00    | 0.07%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 5.95 01/15/31 10Y                               | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      800000 | PA      | $785248.00    | 0.43%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | CHILE 4.34 03/07/42                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      280000 | PA      | $247660.00    | 0.14%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/36 REGS                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40000 | PA      | $23600.00     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                         | CDEL 6.44 01/26/36 144A                                | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      440000 | PA      | $470012.40    | 0.26%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 6 12/09/20                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      163000 | PA      | $70090.00     | 0.04%             | 2020-12-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | EGP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-38679.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                      | MONDFI 5.125 05/07/29 REGS                             | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      144845 | PA      | $143034.60    | 0.08%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 5.5 04/12/37                                     | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      165000 | PA      | $62370.00     | 0.03%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 5.25 06/16/29 144A                              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $203125.00    | 0.11%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6 05/07/36                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      345000 | PA      | $346380.00    | 0.19%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 5 06/15/45                                       | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $152850.00    | 0.08%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 3.5 09/30/26                                         | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      505000 | PA      | $504487.11    | 0.28%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 6.75 02/25/41 144A                              | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      440000 | PA      | $405477.60    | 0.22%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                    | KZOKZ 3.5 04/14/33 REGS                                | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $181875.00    | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 7 03/23/32 15YR                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      906000 | PA      | $231483.00    | 0.13%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                      | BGOSK 6.25 07/09/54 144A                               | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      330000 | PA      | $333003.00    | 0.18%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | USD/TRY FORWARD                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-810.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 5.5 02/04/35                                    | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      750000 | PA      | $767475.00    | 0.42%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                    | SAFTRA 8.25 02/06/28 REGS                              | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      200000 | PA      | $208074.00    | 0.11%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 9.65 11/21/54 REGS                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      450000 | PA      | $506025.00    | 0.28%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: —       |
| AL RAJHI SUKUK LTD                                                  | RJHIAB V5.651 03/16/36 EMTN                            | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      550000 | PA      | $543433.00    | 0.30%             | 2036-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                        | ECOPET 8.625 01/19/29                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      180000 | PA      | $190530.00    | 0.10%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 5.75 09/30/49 30Y                                 | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      895000 | PA      | $723160.00    | 0.40%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 6 10/20/33                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      495000 | PA      | $500445.00    | 0.28%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/34 REGS                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       50000 | PA      | $23550.00     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 4.5 10/26/46 REGS                                  | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      560000 | PA      | $460250.00    | 0.25%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIONES SA ESP                                  | COLTEL 4.95 07/17/30 144A                              | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $187700.00    | 0.10%             | 2030-07-17      | Fixed         | 4.95%                 | 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      | $-980.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD/EGP FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21447.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 6.75 09/21/47                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      765000 | PA      | $644512.50    | 0.35%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 6.375 10/23/34                                  | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $217000.00    | 0.12%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 8.075 04/01/36 144A                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $212036.00    | 0.12%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT V0 12/15/35 EGDP                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6645225 | PA      | $787716.00    | 0.43%             | 2035-12-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | SERBIA 6.5 09/26/33 REGS                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      280000 | PA      | $297150.00    | 0.16%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHOSPHATES SA                                  | OCPMR 6.75 05/02/34 144A                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      230000 | PA      | $241672.50    | 0.13%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | SERBIA 6.5 09/26/33 144A                               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      655000 | PA      | $695118.75    | 0.38%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SURINAME, REPUBLIC OF - MINISTRY OF FINANCE                         | SURINM 8.5 11/06/35 144A                               | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      200000 | PA      | $218762.50    | 0.12%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 1.5 01/03/37 REGS                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      240000 | PA      | $139857.60    | 0.08%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 7.65 06/15/35 REGS                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       57000 | PA      | $58459.20     | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | PHP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4890.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 5.3 01/21/41 144A                               | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $132600.00    | 0.07%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/30 REGS                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       60000 | PA      | $37860.00     | 0.02%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HONDURAS, GOVERNMENT OF                                             | HONDUR 6.25 01/19/27 REGS                              | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      200000 | PA      | $201526.00    | 0.11%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 6.95 01/28/60                                    | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      385000 | PA      | $319742.50    | 0.18%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 5.95 01/28/31                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $293625.00    | 0.16%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 7.875 02/16/32 REGS                             | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $421600.00    | 0.23%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 6.25 03/18/31                                   | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      329000 | PA      | $344166.90    | 0.19%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REPUBLIC OF                                       | PKSTAN 6.875 12/05/27 REGS                             | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      280000 | PA      | $280861.00    | 0.15%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5.25 01/16/50 144A                                 | CUSIP: 80413TAL3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      400000 | PA      | $364428.00    | 0.20%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 5.625 02/26/44                                   | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      250000 | PA      | $206687.50    | 0.11%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD CALL VERSUS INR PUT                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |      892000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC                                                  | NAFTO 7.125 07/19/26                                   | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      115773 | PA      | $111079.39    | 0.06%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 6.125 12/11/37 144A                               | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $190400.00    | 0.10%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 5.375 01/21/29                                   | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $198830.00    | 0.11%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 8.25 01/20/34                                   | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      596000 | PA      | $685197.36    | 0.38%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 3.125 09/21/51 REGS                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $124591.00    | 0.07%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                             | COSTAR 6.55 04/03/34 REGS                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      330000 | PA      | $354007.50    | 0.19%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/35 REGS                                 | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      130000 | PA      | $66170.00     | 0.04%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5 01/16/34 144A                                    | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      385000 | PA      | $385308.00    | 0.21%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 6.125 01/21/31                                   | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      601000 | PA      | $601450.75    | 0.33%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 7.875 03/01/57                                  | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      201000 | PA      | $242493.94    | 0.13%             | 2057-03-01      | Fixed         | 7.88%                 | 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      | $4077.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 3.125 04/15/31                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      600000 | PA      | $523050.00    | 0.29%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.95 11/19/54 144A                                | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $204260.00    | 0.11%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ALFA TRANSMISORA DE ENERGIA SA                                      | ALFACL 4.55 09/27/51 144A                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      196173 | PA      | $154339.14    | 0.08%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABU DHABI, EMIRATES OF - DEPARTMENT OF FINANCE                      | ADGB 3.125 09/30/49 REGS                               | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $267750.00    | 0.15%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 3.7 03/01/41                                    | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $161750.00    | 0.09%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 7.69 01/23/50                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1718000 | PA      | $1577983.00   | 0.87%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLAND 5.5 03/18/54 30Y                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      306000 | PA      | $284740.65    | 0.16%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INSTITUTO COSTARRICENSE DE ELECTRICIDAD                             | COSICE 6.75 10/07/31 144A                              | CUSIP: 45777VAE7<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |      200000 | PA      | $208364.00    | 0.11%             | 2031-10-07      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                    | CFELEC 6.5 01/28/51 REGS                               | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $197000.00    | 0.11%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI, EMIRATES OF - DEPARTMENT OF FINANCE                      | ADGB 3.875 04/16/50 144A                               | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $151875.00    | 0.08%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1302.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 8 03/01/38                                      | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $238200.00    | 0.13%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 5.25 09/10/60                                   | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      130000 | PA      | $119539.47    | 0.07%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5.75 01/16/54 144A                                 | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      365000 | PA      | $349943.75    | 0.19%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 9.375 01/19/33 10Y                              | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      600000 | PA      | $679500.00    | 0.37%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                        | ECOPET 4.625 11/02/31                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      187000 | PA      | $168038.20    | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOROCCO, KINGDOM OF - MINISTRY OF FINANCE AND FOREIGN INVESTMENT    | MOROC 4 12/15/50 REGS                                  | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $141500.00    | 0.08%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.1 11/19/36 144A                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      285000 | PA      | $298110.00    | 0.16%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 4.5 03/15/29                                     | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      370000 | PA      | $358696.50    | 0.20%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/35 REGS                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       55000 | PA      | $33000.00     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 9.25 09/15/27                                     | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1090000 | PA      | $558189.00    | 0.31%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | ZAR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6411.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE LLC                                    | ADNOUH 4.6 11/02/47 REGS                               | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $176875.00    | 0.10%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO SA                                    | ENAPCL 3.45 09/16/31 144A                              | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $183686.00    | 0.10%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLAND 5.5 04/04/53 30Y                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      785000 | PA      | $731910.45    | 0.40%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                         | CDEL 4.875 11/04/44 REGS                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $517128.00    | 0.28%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 5.875 10/17/31 REGS                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      600000 | PA      | $706175.82    | 0.39%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 4.625 03/04/33 144A                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      490000 | PA      | $544716.64    | 0.30%             | 2033-03-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                              | AITOCU 5.125 08/11/61 144A                             | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $163450.00    | 0.09%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PAPUA NEW GUINEA, INDEPENDENT STATE OF                              | PNGIB 8.375 10/04/28 REGS                              | CUSIP: 000000000<br>LEI: 254900NKI6OC90ZW9W36 | Long             | DBT              | NUSS              | PG        |      220000 | PA      | $229629.40    | 0.13%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                              | MGMCHI 4.75 02/01/27 REGS                              | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      330000 | PA      | $327525.00    | 0.18%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6.4 05/07/54                                       | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $189125.00    | 0.10%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | EGP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11675.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                    | SAFTRA 8.25 02/06/28 144A                              | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      220000 | PA      | $228881.40    | 0.13%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.3 04/20/52 30Y                                  | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      480000 | PA      | $459984.00    | 0.25%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 9.375 03/14/29 6Y                               | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1051000 | PA      | $1144050.29   | 0.63%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 6.125 01/18/41                                   | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      220000 | PA      | $198715.00    | 0.11%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PETROLEO SA                                    | ENAPCL 6.15 05/10/33 144A                              | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $209870.00    | 0.12%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                | POLAND 5.375 02/12/35 10Y                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      375000 | PA      | $383100.00    | 0.21%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL     | BRAZIL 3.875 06/12/30                                  | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      315000 | PA      | $301848.75    | 0.17%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SOAF 7.95 11/19/54 REGS                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1280000 | PA      | $1307264.00   | 0.72%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 6.95 03/15/37 REGS                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      544000 | PA      | $567936.00    | 0.31%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                             | COSTAR 6.55 04/03/34 144A                              | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      265000 | PA      | $284278.75    | 0.16%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS INR PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      621000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | CHILE 4 01/31/52                                       | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      235000 | PA      | $184545.50    | 0.10%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                            | SRILAN 3.6 05/15/36 REGS                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      217050 | PA      | $204027.00    | 0.11%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 3 01/30/30                                       | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1318000 | PA      | $1188967.80   | 0.65%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | SERBIA 5.5 05/06/36 144A                               | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      700000 | PA      | $681422.00    | 0.37%             | 2036-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                                    | GENTMK 4.25 01/24/27                                   | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |      250000 | PA      | $248823.18    | 0.14%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                            | COMCEL 5.125 02/03/32 144A                             | CUSIP: 12659BAA2<br>LEI: 5493003LN2KNNGM2Q244 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $191836.00    | 0.11%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 6.875 01/31/36                                  | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      576000 | PA      | $635328.00    | 0.35%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GHANA, REPUBLIC OF                                                  | GHANA 5 07/03/35 REGS                                  | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      460000 | PA      | $421102.40    | 0.23%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                       | SAGB 8.75 02/28/48 2048                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7886943 | PA      | $446456.84    | 0.25%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 4.8 04/21/60 144A                                | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $176244.00    | 0.10%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/BRL FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8203.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 7.75 01/17/38 REGS                               | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $601250.00    | 0.33%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 4.25 11/30/26                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      395000 | PA      | $396188.09    | 0.22%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 6.625 02/17/37 REGS                              | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      150000 | PA      | $165375.00    | 0.09%             | 2037-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 9.25 04/17/30 144A                              | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      900000 | PA      | $964350.00    | 0.53%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                  | JORDAN 7.75 01/15/28 REGS                              | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      550000 | PA      | $566087.50    | 0.31%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 5.25 08/10/29 REGS                              | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      430000 | PA      | $432580.00    | 0.24%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION FINANCIERA DE DESARROLLO SA                             | COFIDE 2.4 09/28/27 REGS                               | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      200000 | PA      | $194096.90    | 0.11%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                         | CDEL 4.25 07/17/42 REGS                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      360000 | PA      | $295045.92    | 0.16%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                         | PETBRA 5.375 10/01/29 .                                | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $133897.80    | 0.07%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5.875 01/12/56 144A                                | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      705000 | PA      | $676814.10    | 0.37%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS BRL PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      452500 | NC      | $0.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 8.375 11/07/54                                   | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      500000 | PA      | $546300.00    | 0.30%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| PARAGUAY, REPUBLIC OF - MINISTRY OF FINANCE                         | PARGUY 4.95 04/28/31 REGS                              | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $200946.00    | 0.11%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 6 07/19/28 144A                                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      170000 | PA      | $172550.00    | 0.09%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUBAI, EMIRATES OF                                                  | DUGB 5.25 01/30/43 EMTN                                | CUSIP: 000000000<br>LEI: 549300IY6A4IPIRLLX57 | Long             | DBT              | NUSS              | AE        |      390000 | PA      | $370862.70    | 0.20%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 5.375 04/12/27                                   | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      454000 | PA      | $171612.00    | 0.09%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 6.2 06/30/55                                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       65000 | PA      | $66131.81     | 0.04%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 5 07/03/35 144A                                  | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1060960 | PA      | $971245.22    | 0.53%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                              | ESKOM 8.45 08/10/28 REGS                               | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      260000 | PA      | $273494.00    | 0.15%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 10 02/07/33                                      | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      184000 | PA      | $215832.00    | 0.12%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PETROLEOS DEL PERU' - PETROPERU SA                                  | PETRPE 5.625 06/19/47 REGS                             | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      300000 | PA      | $211350.00    | 0.12%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                      | PHP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54217.69     | 0.03%             |  |  |  | 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      | $2745.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 8.75 01/29/34 144A                                | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      300000 | PA      | $306137.04    | 0.17%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 0.25 04/17/30 144a                              | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      930000 | PA      | $33674.09     | 0.02%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 9.375 01/13/34                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      268000 | PA      | $139360.00    | 0.08%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | SERBIA 1.5 06/26/29 REGS                               | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1265000 | PA      | $1371906.77   | 0.75%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO, REPUBLIC OF - MINISTRY OF FINANCE                       | MONTEN 7.25 03/12/31 144A                              | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      200000 | PA      | $209715.00    | 0.12%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 9.625 06/09/31 144A                             | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $225290.00    | 0.12%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| JORDAN, HASHEMITE KINGDOM OF - MINISTRY OF FINANCE                  | JORDAN 7.375 10/10/47 REGS                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $193200.00    | 0.11%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 5.3 01/21/41 REGS                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      400000 | PA      | $353600.00    | 0.19%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 4.55 04/21/50 144A                               | CUSIP: 716743AR0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      400000 | PA      | $345960.00    | 0.19%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 6.75 09/23/55 144A                              | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      475000 | PA      | $508549.25    | 0.28%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2365.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6.75 02/09/56                                      | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $196725.00    | 0.11%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 4.28 08/14/41                                      | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $158200.00    | 0.09%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.244 01/15/31 REGS                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      460000 | PA      | $490705.00    | 0.27%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 5.875 08/08/54                                    | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      405000 | PA      | $394470.00    | 0.22%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 4.75 03/08/44 MTN                                  | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      140000 | PA      | $113557.50    | 0.06%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA LTD (THE)                               | EXIMBK 5.75 01/12/56 144A                              | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      200000 | PA      | $198654.00    | 0.11%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 5.875 01/30/29 REGS                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      420000 | PA      | $426568.80    | 0.23%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 7.375 04/25/30                                   | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1080000 | PA      | $1131570.00   | 0.62%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/34 144A                               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      517091 | PA      | $315425.51    | 0.17%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                             | SASOL 8.75 05/03/29 REGS                               | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $315804.00    | 0.17%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS BRL PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -452500 | NC      | $-1071.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 9.65 11/21/54 144A                              | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      600000 | PA      | $674700.00    | 0.37%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                           | MEXCAT 5.5 07/31/47 144A                               | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      400000 | PA      | $348000.00    | 0.19%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO   | ECUA 9.25 01/29/39 144A                                | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      400000 | PA      | $413600.00    | 0.23%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 3.875 10/29/35 REGS                             | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      440000 | PA      | $441054.62    | 0.24%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                                   | GLOPM 3 07/23/35                                       | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |      200000 | PA      | $168062.50    | 0.09%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 4.875 05/19/33                                     | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      330000 | PA      | $314366.25    | 0.17%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                                         | EQPTRC 2.625 04/28/28 REGS                             | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $284400.00    | 0.16%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                    | TURKEY 5.25 03/13/30 10Y                               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      610000 | PA      | $588955.00    | 0.32%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.25 05/27/22 GMTN                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      245000 | PA      | $63577.50     | 0.03%             | 2022-05-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                  | GHANA 0 01/03/30 144A                                  | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      152696 | PA      | $133609.10    | 0.07%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon                                         | COP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-468.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 4.975 04/20/55                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      650000 | PA      | $584350.00    | 0.32%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/35 144A                               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      702390 | PA      | $421434.00    | 0.23%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                       | EGYPT 6.375 04/11/31 REGS                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1955000 | PA      | $2253253.84   | 1.24%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 6.35 02/12/48                                    | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      300000 | PA      | $243000.00    | 0.13%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 8.25 10/13/24                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      376400 | PA      | $180201.50    | 0.10%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 4.65 10/07/41 144A                              | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $174000.00    | 0.10%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 11.95 08/05/31                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      178800 | PA      | $101871.30    | 0.06%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 1.75 04/28/41                                   | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      165000 | PA      | $134077.07    | 0.07%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 4.5 02/01/36 144A                               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      552367 | PA      | $325896.53    | 0.18%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                               | DPWDU 3.875 07/18/29 EMTN                              | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $286800.00    | 0.16%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                        | TRY/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $3368.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 12.75 08/23/22                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      840000 | PA      | $477124.03    | 0.26%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6 01/27/23 10Y                                   | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      191000 | PA      | $48418.50     | 0.03%             | 2023-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                            | KSA 5.25 01/16/50 REGS                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      480000 | PA      | $437313.60    | 0.24%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD                           | ADSEZ 5 08/02/41 144A                                  | CUSIP: 00652MAJ1<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $173750.00    | 0.10%             | 2041-08-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD                                                        | DPWDU 6.85 07/02/37 REGS                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      490000 | PA      | $527668.75    | 0.29%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ESENTIA GAS ENTERPRISES SRL DE CV                                   | FERMCA 6.375 03/30/38 REGS                             | CUSIP: 000000000<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |      257493 | PA      | $261976.05    | 0.14%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE                       | UZBEK 5.375 02/20/29 REGS                              | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $200525.00    | 0.11%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 4.3 04/29/53                                    | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      270000 | PA      | $208224.00    | 0.11%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 8.6308 01/13/36 144A                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $218800.00    | 0.12%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 7.875 01/15/33                                  | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      375000 | PA      | $440625.00    | 0.24%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                    | USD CALL VERSUS KRW PUT                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | DE        |      887000 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6 05/25/34 144A                                 | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      452000 | PA      | $446350.00    | 0.25%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO SA                                      | BGOSK 5.375 05/22/33 144A                              | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      400000 | PA      | $406920.00    | 0.22%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 8.075 04/01/36 REGS                             | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      400000 | PA      | $424072.00    | 0.23%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| PAKISTAN, ISLAMIC REPUBLIC OF                                       | PKSTAN 7.375 04/08/31 REGS                             | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $193004.00    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ZAMBIN 0.5 12/31/53 REGS                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       95000 | PA      | $64900.20     | 0.04%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                          | ROMANI 6 05/25/34 REGS                                 | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       80000 | PA      | $79000.00     | 0.04%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 5.5 03/26/36 144A                               | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      600000 | PA      | $600450.00    | 0.33%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                            | BTPCL 5.8 10/01/29                                     | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   340000000 | PA      | $383971.81    | 0.21%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/30 144A                                 | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      118985 | PA      | $75079.54     | 0.04%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 7.375 05/14/30 REGS                             | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      670000 | PA      | $686026.40    | 0.38%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | USD/KRW FORWARD                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1540.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERTAMINA (PERSERO) PT                                              | PERTIJ 6 05/03/42 REGS                                 | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $197400.00    | 0.11%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 4.125 07/09/35                                  | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2526850 | PA      | $1885030.10   | 1.04%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 0.125 07/09/30 *                                | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       49519 | PA      | $48674.24     | 0.03%             | 2030-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                           | MEXCAT 5.5 10/31/46 144A                               | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $174540.00    | 0.10%             | 2046-10-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 8.25 04/12/21 REGS                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     3133000 | PA      | $831811.50    | 0.46%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                    | KZOKZ 5.75 04/19/47 REGS                               | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      215000 | PA      | $205490.55    | 0.11%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONGO, DEMOCRATIC REPUBLIC OF - MINISTRY OF FINANCE                 | DRCONG 9.5 04/16/37 144A                               | CUSIP: 24811WAB4<br>LEI: 2138004PAH1DQEIMEW20 | Long             | DBT              | NUSS              | CD        |      400000 | PA      | $408068.00    | 0.22%             | 2037-04-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 8.75 06/02/29                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      180000 | PA      | $192780.00    | 0.11%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                        | PEMEX 6.7 02/16/32                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1372000 | PA      | $1376802.00   | 0.76%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY      | PANAMA 5.662 02/23/38                                  | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      315000 | PA      | $316674.89    | 0.17%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                  | MXN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-806.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                         | CDEL 5.125 02/02/33 144A                               | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $199804.00    | 0.11%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLTES 7.75 09/18/30 B                                 | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10262800000 | PA      | $2246426.90   | 1.23%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 3.7 10/07/33 REGS                               | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $178427.80    | 0.10%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                              | PLNIJ 5.45 05/21/28 144A                               | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $404472.00    | 0.22%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                    | KZOKZ 5.375 04/24/30 REGS                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      400000 | PA      | $406400.00    | 0.22%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD TRANSMISORA METROPOLITANA SA                               | SOTMCL 6.385 12/15/55 144A                             | CUSIP: 83363UAA8<br>LEI: 549300LITZNRC4TB4848 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $203000.00    | 0.11%             | 2055-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 6.95 03/15/37 144A                              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $156600.00    | 0.09%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY                                           | ARAMCO 4.25 04/16/39 REGS                              | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $175750.00    | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                          | REPHUN 6.25 09/22/32 144A                              | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1035000 | PA      | $1103278.95   | 0.61%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/34 144A                                 | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      348853 | PA      | $164309.76    | 0.09%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | USD/MXN FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-54.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 0.75 07/09/30                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1920301 | PA      | $1657219.72   | 0.91%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE             | VENZ 11.75 10/21/26                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      445000 | PA      | $252982.50    | 0.14%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 7.45 04/30/44 REGS                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      400000 | PA      | $428360.00    | 0.24%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 4.125 10/31/26                                       | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      780000 | PA      | $781371.09    | 0.43%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO    | MEX 6.338 05/04/53                                     | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      290000 | PA      | $273071.25    | 0.15%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                           | ZAMBIN 5.75 06/30/33 144A                              | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      603098 | PA      | $594956.32    | 0.33%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 7.15 11/20/31 GMTN                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      485000 | PA      | $123917.50    | 0.07%             | 2031-11-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                      | ELSALV 7.625 02/01/41 REGS                             | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      150000 | PA      | $149700.00    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                | KENINT 9.5 03/05/36 REGS                               | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      600000 | PA      | $601380.00    | 0.33%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                | T 3.75 04/30/27                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      248000 | PA      | $247912.81    | 0.14%             | 2027-04-30      | Fixed         | 3.75%                 | 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      | $454.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONGO, DEMOCRATIC REPUBLIC OF - MINISTRY OF FINANCE                 | DRCONG 8.75 04/16/32 144A                              | CUSIP: 24811WAA6<br>LEI: 2138004PAH1DQEIMEW20 | Long             | DBT              | NUSS              | CD        |      200000 | PA      | $203689.46    | 0.11%             | 2032-04-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                          | IVYCST 5.25 03/22/30 REGS                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      450000 | PA      | $527751.67    | 0.29%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 5 01/09/38                                      | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2070842 | PA      | $1608008.61   | 0.88%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 4.5 01/30/30 REGS                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      721000 | PA      | $695044.00    | 0.38%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.25 11/04/24 GMTN                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      320000 | PA      | $81120.00     | 0.04%             | 2024-11-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                           | PRXNA 4.193 01/19/32 144A                              | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      350000 | PA      | $334461.75    | 0.18%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 4.9 06/01/30 REGS                               | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      360000 | PA      | $358407.00    | 0.20%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                    | (PIPA070) PGIM Core Government Money Market Fund       | CUSIP: 74440W862<br>LEI: FDBJO5TMSRMHJL5YKP11 | Long             | STIV             | RF                | US        |     2676738 | NS      | $2676737.65   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/35 144A                                 | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      345229 | PA      | $175721.56    | 0.10%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO     | COLOM 5 09/19/32                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      240000 | PA      | $269882.23    | 0.15%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | CDS PETROLEOS MEXICANOS                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $247.60       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America, National Association                               | USD/CNH FORWARD                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2695.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT DIGITEL INFRASTRUCTURE PRIVATE LTD                           | SUMDIG 2.875 08/12/31 144A                             | CUSIP: 86608CAA6<br>LEI: 3358004TNI1SSIQ9BQ37 | Long             | DBT              | CORP              | IN        |      435000 | PA      | $390456.00    | 0.21%             | 2031-08-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO            | ARGENT 3.5 07/09/41                                    | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1402952 | PA      | $967335.40    | 0.53%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                        | INDON 4.65 09/20/32                                    | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      390000 | PA      | $386634.30    | 0.21%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY        | BHRAIN 6.75 09/20/29 REGS                              | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      600000 | PA      | $601878.00    | 0.33%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)         | NGERIA 10.375 12/09/34 144A                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      475000 | PA      | $567743.75    | 0.31%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS | URUGUA 5.1 06/18/50                                    | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      400000 | PA      | $371630.00    | 0.20%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                    | PHILIP 3.95 01/20/40                                   | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      450000 | PA      | $381375.00    | 0.21%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| QATAR, STATE OF - MINISTRY OF FINANCE, ECONOMY AND COMMERCE         | QATAR 5.103 04/23/48 REGS                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      222000 | PA      | $211241.88    | 0.12%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                           | ANGOL 9.125 11/26/49 REGS                              | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      285000 | PA      | $271890.00    | 0.15%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                    | KZOKZ 6.375 10/24/48 REGS                              | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $201584.00    | 0.11%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD/EGP FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-9919.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                | PETMK 5.848 04/03/55 144A                              | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      320000 | PA      | $330523.20    | 0.18%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 6.05 08/06/31 144A                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $207400.00    | 0.11%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                         | CDEL 6.3 09/08/53 REGS                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      270000 | PA      | $275705.10    | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 4.875 02/13/28 REGS                             | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      400000 | PA      | $399430.64    | 0.22%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                     | DOMREP 4.875 09/23/32 REGS                             | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      390000 | PA      | $368550.00    | 0.20%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO            | PERU 5.5 03/30/36                                      | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      310000 | PA      | $313410.00    | 0.17%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                          | UKRAIN 0 02/01/36 144A                                 | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      161025 | PA      | $81720.19     | 0.04%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                      | BRASKM 8.5 01/12/31 REGS                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $119050.00    | 0.07%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 6.55 02/06/37 144A                              | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $213740.00    | 0.12%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                         | LEBAN 6.75 11/29/27 15Y                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      780000 | PA      | $197730.00    | 0.11%             | 2027-11-29      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | PLN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $4723.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                           | PDVSA 8.5 10/27/20 REGS                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |      565000 | PA      | $583362.50    | 0.32%             | 2020-10-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                     | CELELS 8.65 01/24/33 REGS                              | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      320000 | PA      | $339680.00    | 0.19%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                 | GUATEM 6.6 06/13/36 REGS                               | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      208000 | PA      | $222313.00    | 0.12%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS INR PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -437000 | NC      | $-182.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS KRW PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |    -1378000 | NC      | $-10922.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                   | Euro(FGBS) Schatz Futures                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |          -4 | NC      | $5582.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                        | THB/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1511.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                              | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          50 | NC      | $-95522.12    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | PEN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-38061.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | USD/NGN FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5749.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                             | TRY/USD FORWARD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $341.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | USD/ZAR FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $602.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS THB PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      700000 | NC      | $17.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC                   | NGN/USD FORWARD                                        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1859.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/PEN FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7670.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS INR PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |      437000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                         | CDS REPUBLIC OF ECUADOR                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2796.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                      | USD/PEN FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $9645.98      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | USD CALL VERSUS INR PUT                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |     -621000 | NC      | $-6476.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                                      | EGP/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1030.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | EUR CALL VERSUS HUF PUT                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |     -392000 | NC      | $-3864.63     | -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      | $9295.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/NGN FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $8386.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                          | USD/MXN FORWARD                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-12242.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                          | BRL CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |      455000 | NC      | $3.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                            | USD/MXN FORWARD                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5215.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | INR/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5448.54     | -0.00%            |  |  |  | No            |                  2 | 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      | $-918.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                               | TRY CALL VERSUS USD PUT                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |      698000 | NC      | $39055.85     | 0.02%             |  |  |  | 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      | $3734.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                      | CZK/USD FORWARD                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $13858.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                              | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          22 | NC      | $-24014.65    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

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

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer