# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004489
**Filing Date:** 2025-11
**Character Count:** 472210
**Document Hash:** 0bd0bf169ec1f1a8f693705d07815664
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004489.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004489

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528327

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Emerging Markets Currency and Short-Term Investments Fund (Series ID: S000009713)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Funds

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO Emerging Markets Currency and Short-Term Investments Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $776664144.78

**Total Liabilities:** $84517733.57

**Net Assets:** $692146411.21

**Delayed Delivery Securities:** $11457613.90

**Cash Not Reported:** $9661765.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15217.304800 | **1-Year:** 22982.475200 | **5-Year:** 20286.319700 | **10-Year:** 6802.290700 | **30-Year:** 632.239900

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

- **3-Month:** 9142.091800 | **1-Year:** 10810.811600 | **5-Year:** 23112.395300 | **10-Year:** 7089.432200 | **30-Year:** 41.913900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026669 | -1.24%               | 1.71%                | 1.15%                |
| Class ID C000064159 | -1.21%               | 1.73%                | 1.17%                |
| Class ID C000026668 | -1.21%               | 1.74%                | 1.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $462522.38               | $-9671869.11                               |
| Month 2  | $5352480.17              | $4440179.01                                |
| Month 3  | $6836962.49              | $723737.08                                 |

**Designated Index Information**

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

- **Index Identifier:** JPPUELM

### Schedule of Portfolio Investments

| Name                                                                   | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                    | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           8 | NC      | $26425.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-596.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | VOLS USDINR .036 11/24/2025 JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-8795.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-17127.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/35 8.5        | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 11818000000 | PA      | $1611106.77   | 0.23%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $5844.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1044.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZM6 PIMCO FXVAN CALL USD TRY 56.75000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -4768000 | NC      | $-47031.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | NATIONAL BK HUNGARY BILL BILLS 10/25 0.00000            | CUSIP: ACI30MQD4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | MUN               | HU        |  4725000000 | PA      | $14224065.92  | 2.06%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH00 PIMCO CDSOPT PUT USD 0.55 20251119            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | BM        |    34900000 | NC      | $21022.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-2513.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-558108.22   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750REU7 PIMCO FXVAN PUT USD BRL 5.25000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7586000 | NC      | $-32983.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-46495.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $29.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3605.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-621.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-242365.52   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $6049.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.32 05/08/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-435.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $9023.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-13822.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD UGX BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-29218.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1+24/9.29* 12/29/25-3Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $37688.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RI25 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2100000 | NC      | $2125.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-1744.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290503                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $90536.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1103.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.55500 10/08/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $5448.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $8095.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.37000 06/29/22-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $20799.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-236.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.57000 05/27/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-324784.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-873.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $474.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 6.5      | CUSIP: ACI30CTX9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      346463 | PA      | $7362.34      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                 | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   190000000 | PA      | $4496872.69   | 0.65%             | 2028-05-17      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.79400 10/15/24-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-149390.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.94000 05/20/24-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $1495.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-5218.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                             | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON       | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 15540000000 | PA      | $1348464.35   | 0.19%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-592.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.71500 07/28/23-7Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $70578.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $60060.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20260212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $17564.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      563704 | PA      | $307218.68    | 0.04%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-8605.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | SERBIA TREASURY BONDS BONDS 07/35 5.25                  | CUSIP: ACI2TGGG2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   185500000 | PA      | $1883299.76   | 0.27%             | 2035-07-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3413000 | PA      | $3372853.16   | 0.49%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 11/25 0.00000                    | CUSIP: ACI2XYZR3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  7362096000 | PA      | $4849367.47   | 0.70%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.79043 06/18/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-101422.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-782027.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A                        | OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A    | CUSIP: ACI1WXMN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      516429 | PA      | $606366.49    | 0.09%             | 2031-10-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.65000 06/20/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-57539.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIV1 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     4600000 | NC      | $4623.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.38800 08/09/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-38040.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-WMC1                                    | MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2         | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      162120 | PA      | $45664.53     | 0.01%             | 2037-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-73190.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251117                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3099.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $12565.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.25000 04/09/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $2066.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $44268.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.37000 01/02/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $137894.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.80500 10/22/24-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-132785.28   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-19041.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.75750 06/18/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-69737.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $9898.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $4419.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1221.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.18000 01/14/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-327116.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 9.29000 05/26/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $77755.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.71000 09/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $926.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                | CUSIP: ACI239370<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   307200000 | PA      | $827021.26    | 0.12%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.5175 05/14/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-12606.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1385.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260107                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-47964.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.56936 03/29/23-01/02/29 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $14705.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $9906.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.95000 12/23/24-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-33321.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $231.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-38701.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.36250 05/29/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-34577.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.84 01/24/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-232817.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.44000 02/28/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $38037.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.68000 12/12/24-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $86384.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | VOLS USDINR .0345 11/21/2025 SCX                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-6795.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      308245 | PA      | $150269.44    | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $8970.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $6593.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PYG BOUGHT USD 20251219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-19452.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.50000 04/09/24-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $757.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 02/33 14.375               | CUSIP: ACI189QF4<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  3094000000 | PA      | $812945.17    | 0.12%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $84295.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4344.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $249.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 05/33 7.5                 | CUSIP: ACI2BPJ03<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    58000000 | PA      | $2987300.08   | 0.43%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA 2024 DELAYED DRAW TERM LOAN                | CUSIP: BA000PGK0<br>LEI: 254900IDGKCJICKBPA66 | Long             | LON              | CORP              | US        |    10000000 | PA      | $10025000.00  | 1.45%             | 2029-04-12      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS ZAR 6.06700 04/14/21-6Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $6753.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.75500 09/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $1357.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                            | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                 | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     5715448 | PA      | $56074262.92  | 8.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $58261.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.03000 02/23/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-10502.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25     | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       28561 | PA      | $4389.05      | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-386886.47   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-37681.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-477193.06   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.51500 04/09/24-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $341.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-23240.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3776.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GE-WMC MORTGAGE SECURITIES LLC 2006-1                                  | GE WMC MORTGAGE SECURITIES LLC GEWMC 2006 1 A2A         | CUSIP: 36829JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21192 | PA      | $8997.47      | 0.00%             | 2036-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $127738.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/29 8.65              | CUSIP: ACI2DBNY3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1000000 | PA      | $65199.20     | 0.01%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.67143 04/15/24-01/04/27 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $211129.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $9.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.69000 06/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-4576.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR         | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      623758 | PA      | $555768.38    | 0.08%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                  | FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR          | CUSIP: 3128NC6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         367 | PA      | $374.66       | 0.00%             | 2035-08-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.13000 04/09/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $156037.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.39200 03/11/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $68249.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     8100000 | NC      | $8197.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-26887.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-90898.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-50633.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIRAAT DPR FINANCE CO                                                  | ZIRAAT TRANCHE B TERM LOAN                              | CUSIP: BA0005QX5<br>LEI: 254900UKNMJNBW90F636 | Long             | LON              | CORP              | US        |     1400000 | PA      | $1399288.16   | 0.20%             | 2034-06-15      | Floating      | 7.14%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $38802.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 0.00000  | CUSIP: ACI30CRF0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      346463 | PA      | $8228.50      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $26339.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.27 06/23/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $1334.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $101577.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $267303.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                        | OI S A 2024 FIXED TERM LOAN 1                           | CUSIP: BA0006862<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |      206638 | PA      | $2066.38      | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $152495.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 02/30 8.5                 | CUSIP: ACI2TM3P3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    98000000 | PA      | $5409037.05   | 0.78%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-204309.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.52000 08/13/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $36464.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING PLC 2022-1X                                       | TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS               | CUSIP: ACI22Y5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       85543 | PA      | $115132.08    | 0.02%             | 2063-12-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-37065.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.87161 11/03/23-01/04/27 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $171298.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 09/30 5                     | CUSIP: ACI27J804<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    27900000 | PA      | $1401943.18   | 0.20%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                             | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    17500000 | PA      | $5430869.37   | 0.78%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAJAA7 PIMCO SWAPTION 3.89 CALL CZK 2025122          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -16600000 | NC      | $-3219.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.44000 11/02/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-114650.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-20.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $1918.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-17139.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 7        | CUSIP: ACI30G7Q9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      623635 | PA      | $8574.98      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1188.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.59 08/06/24-01/03/28 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $51909.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $1660.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RES2 PIMCO FXVAN CALL USD BRL 5.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7586000 | NC      | $-13874.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-37094.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.00000 07/19/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $58641.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-4614.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251124                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-70659.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-482.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                    | CUSIP: ACI2SNXW4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   760800000 | PA      | $494211.14    | 0.07%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.815 03/13/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-186913.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.85500 02/10/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $201519.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251024                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $132.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3880.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                     | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A      | CUSIP: 3623413V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125710 | PA      | $101748.04    | 0.01%             | 2036-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-804.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-22587.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.565 05/03/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-118601.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.70500 07/28/23-8Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $106307.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $26377.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.40000 09/09/24-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-139004.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RED DORSAL FINANCE LIMITED                                             | RED DORSAL FINANCE LTD SR SECURED REGS 10/31 5.875      | CUSIP: ACI2M4PD3<br>LEI: 549300H17HKT8TQIAQ77 | Long             | DBT              | CORP              | KY        |      475477 | PA      | $472285.78    | 0.07%             | 2031-10-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $10188.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT DOP SOLD USD 20260302                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $22183.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 0.98000 06/09/20-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $214923.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-7489.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.00000 11/05/24-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-14576.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251024                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3551.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $398.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.54000 08/09/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $118897.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2005-1                                         | NEW YORK MORTGAGE TRUST NYMT 2005 1 A                   | CUSIP: 649603AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      953026 | PA      | $926927.74    | 0.13%             | 2035-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.73000 10/16/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $1378.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-12956.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $24840.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.56500 03/22/23-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-10775.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-746.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750ROV4 PIMCO FXVAN PUT EUR HUF 386.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    18104000 | NC      | $73967.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-25255.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-841.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                             | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7    | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     5800000 | PA      | $1770711.83   | 0.26%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP R 3.26500 06/14/19-10Y GLM                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-26605.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.36000 06/28/24-2Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $57058.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.57 03/10/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $56972.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-12168.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 09/27 3.422              | CUSIP: ACI1LDCL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    64040000 | PA      | $15319972.16  | 2.21%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $798.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3918000 | PA      | $3909208.44   | 0.56%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.06500 04/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $3931.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $59740.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20270610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-306.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.78000 10/03/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-17951.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251118                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $14.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 02/31 7.9        | CUSIP: P75744AP0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  3336000000 | PA      | $459184.46    | 0.07%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      289000 | PA      | $285812.12    | 0.04%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $129871.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-13561.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.09000 10/21/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $48723.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251106                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $67550.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-101.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $14.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                | VALE SA SUBORDINATED 12/49 VAR                          | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    27540000 | PA      | $1857646.67   | 0.27%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.75000 04/10/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $5611.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOM REP CB NOTES NOTES 144A 01/26 13                    | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |     7080000 | PA      | $114791.91    | 0.02%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-102346.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   751000000 | PA      | $131816665.78 | 19.04%            | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   564900000 | PA      | $11803045.39  | 1.71%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-221718.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                             | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON       | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      500000 | PA      | $542836.11    | 0.08%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $158405.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $29438.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 1.02500 07/29/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-20227.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-365472.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300509                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40876.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.83243 03/13/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-169340.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-434695.15   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BM        |     -660000 | NC      | $-2253.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $11438.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $574.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.185 02/18/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $97325.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $45108.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-660.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-WF1                                     | HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1              | CUSIP: 40431KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31108 | PA      | $8789.82      | 0.00%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-5329.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251204                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-5932.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-22416.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PLN BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3188.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-1364.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $585.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.80838 12/13/23-01/02/26 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-484942.86   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-7Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-63658.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-15XS                                | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A3         | CUSIP: 61750YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1033766 | PA      | $224120.40    | 0.03%             | 2036-11-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6325.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $9210.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAAXA1 PIMCO SWAPTION 4.135 CALL ILS 202512          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2100000 | NC      | $-10911.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-47050.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 3.10000 09/20/23-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-91014.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 10/29 2.75                 | CUSIP: ACI1893B8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    13100000 | PA      | $3354679.82   | 0.48%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251028                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $946.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1296000 | PA      | $1279772.64   | 0.18%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-17618.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.04750 04/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $4574.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1296.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.88000 07/10/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-24829.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.02 05/21/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $20725.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-429.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-19211.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-46364.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3593.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 07/28 0.00000              | CUSIP: ACI2QBY01<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3000000 | PA      | $400947.49    | 0.06%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-29215.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PHP BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $18394.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7           | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   423000000 | PA      | $23234873.19  | 3.36%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY GOVERNMENT BOND BONDS 07/31 6.75                | CUSIP: ACI2WMH17<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   239600000 | PA      | $731552.01    | 0.11%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.20500 04/22/22-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-12692.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.77000 06/10/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $3512.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $308.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 VAR      | CUSIP: ACI30CTV3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      138585 | PA      | $3811.09      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $718.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                               | CIMA FINANCE LTD SECURED REGS 09/29 2.95                | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      633195 | PA      | $592809.65    | 0.09%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-32073.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-23334.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.06000 07/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-27678.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.84 02/02/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $355686.40    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260317                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-6224.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA BP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2330.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.35000 08/31/23-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-20107.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-158959.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300515                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40800.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.10000 06/05/24-2Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-38993.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.71500 06/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $4297.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                    | CUSIP: ACI2SN0R1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   624895000 | PA      | $407437.33    | 0.06%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-523.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.71000 08/13/25-8Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-27607.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY                                                            | QATAR ENERGY SR UNSECURED REGS 09/26 1.375              | CUSIP: ACI1YZ073<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      800000 | PA      | $779377.00    | 0.11%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.15000 12/24/24-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $29278.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                    | CUSIP: ACI2XBVJ5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    76900000 | PA      | $49735.65     | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD HUF BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $5569.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $49810.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251023                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $19491.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251107                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-622.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25        | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    16300000 | PA      | $289642.18    | 0.04%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO120626                              | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5042687000 | PA      | $2990356.24   | 0.43%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $28158.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-10252.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-2192.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $93424.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-302425.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED REGS 08/41 VAR          | CUSIP: ACI0HHXV5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40000 | PA      | $31960.00     | 0.00%             | 2041-08-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 0.00000  | CUSIP: BVPGQSII1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      277170 | PA      | $6582.79      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.34200 09/17/25-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-10321.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 03/28 8.5                 | CUSIP: ACI2STC46<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   586300000 | PA      | $32500616.16  | 4.70%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-153973.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.01500 04/17/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $10877.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 2.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-603.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-16623.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 09/35 11.25        | CUSIP: P3579ECS4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    17850000 | PA      | $317184.84    | 0.05%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260519                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-43932.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10584.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-9Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $54372.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-48022.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.21000 11/01/23-3Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-24226.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD UGX BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-29218.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      582000 | PA      | $578100.93    | 0.08%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 07/29 4.75                 | CUSIP: ACI2NGJ67<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    29600000 | PA      | $8175924.50   | 1.18%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $206.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA EUR TERM LOAN                        | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     2600000 | PA      | $3057506.38   | 0.44%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $204496.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD RON BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $1700.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1513000 | PA      | $1508071.69   | 0.22%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                 | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |           2 | PA      | $0.21         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                   | EP INFRASTRUCTURE AS SR UNSECURED REGS 03/31 1.816      | CUSIP: ACI1W2BN1<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     2000000 | PA      | $2120892.26   | 0.31%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260921                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-4490.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH91 PIMCO FXVAN PUT USD ZAR 17.00000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |   -22014958 | NC      | $-570275.47   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR         | CUSIP: ACI1Q6M72<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       20000 | PA      | $13262.50     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RHA8 PIMCO FXVAN PUT USD ZAR 18.00000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    11007479 | NC      | $593336.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-9700.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.01900 04/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $10302.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2783.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.94000 10/20/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-12262.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                                 | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A   | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20135 | PA      | $13427.40     | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RGS0 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -8100000 | NC      | $-5297.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-293.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MXN 9.29500 11/04/24-1Y* (WHT) CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $3499.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-32808.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $29507.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                | CUSIP: ACI2RLVR2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    21500000 | PA      | $491466.25    | 0.07%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 12/20/23-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $64515.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $6057.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.13125 12/23/24-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-93940.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 0.92500 10/16/20-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-87982.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $139350.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.66000 02/19/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $56831.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                        | RAIZEN FUELS FINANCE COMPANY GUAR 144A 07/32 6.25       | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $488625.00    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-26994.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $5580.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.26700 03/06/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-259080.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/26 4.75     | CUSIP: ACI120PP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $1060227.62   | 0.15%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-21545.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $154452.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.29000 09/01/23-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $14015.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $40586.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $64003.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR TURKEY ENERJI AS VIA STEAS FUNDING 1 DAC                         | SOCAR TURK ENRG FUNDING COMPANY GUAR REGS 03/26 7.23    | CUSIP: ACI25FN49<br>LEI: 213800EHE74BZ15ING86 | Long             | DBT              | CORP              | IE        |      700000 | PA      | $699365.57    | 0.10%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251106                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-56907.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $111227.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-45.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR7                                  | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1B        | CUSIP: 86359LFP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292903 | PA      | $283135.43    | 0.04%             | 2035-04-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 10.5         | CUSIP: P3579ECY1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   106850000 | PA      | $1840355.28   | 0.27%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260922                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-3276.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.61000 09/26/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-33746.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-185.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-9.46        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.28500 06/18/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-45616.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $524.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1001597.01  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1181.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                | SOCAR TURKEY ENERJI AS EUR TERM LOAN                    | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |     2500000 | PA      | $2942464.47   | 0.43%             | 2026-08-11      | Floating      | 5.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.59500 03/19/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-211968.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-2487.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260713                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2244.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH18 PIMCO CDSOPT PUT USD 0.75 20251119            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -34900000 | NC      | $-6280.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $2124.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                              | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25    | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |       63158 | PA      | $73989.48     | 0.01%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2793.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20260930                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-4522.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 0.00000  | CUSIP: ACI30CNZ0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      173240 | PA      | $4114.45      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4NA6 PIMCO SWAPTION 4.065 PUT PLN 2025112          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -7550000 | NC      | $-13058.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.66500 12/17/24-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-104055.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $60733.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-13581.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.81000 06/20/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $54125.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-95.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.07520 03/07/22-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-79126.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.07000 11/23/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-49629.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 02/33 13.625       | CUSIP: P3579ECQ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    33050000 | PA      | $640907.72    | 0.09%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-8557.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                   | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |           2 | PA      | $0.19         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.00000 10/02/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-70823.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-943.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-153446.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/35 8.5        | CUSIP: P75744AS4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  3136000000 | PA      | $427519.95    | 0.06%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260324                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-3158.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 7.84000 02/07/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-65583.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                           | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6 | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $635364.79    | 0.09%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | SOUTH AFRICAN T BILLS BILLS 06/26 0.00000               | CUSIP: ACI30CS02<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   152100000 | PA      | $8418431.15   | 1.22%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $300896.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT HUF SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-50291.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1126.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AZN SOLD USD 20271029                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-14370.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.26000 11/17/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-7941.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.12         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1157.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2562.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.01000 11/05/24-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-15217.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-11959.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-5044.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY3                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY3 4A1        | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41820 | PA      | $38670.11     | 0.01%             | 2037-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $17262.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $577.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251204                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-77099.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.70750 08/13/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-34118.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      364757 | PA      | $151830.10    | 0.02%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.50000 12/20/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $3686.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251028                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $28709.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $113555.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.40000 03/19/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-12222.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000      | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       90000 | PA      | $69499.13     | 0.01%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260701                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $36383.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/26 0.00000  | CUSIP: ACI30CQF1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      138585 | PA      | $3811.09      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NGN SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $24773.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1        | CUSIP: 12667G5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6008 | PA      | $4770.66      | 0.00%             | 2035-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZL8 PIMCO FXVAN PUT USD TRY 42.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -4768000 | NC      | $-13116.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                         | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A    | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $399961.28    | 0.06%             | 2035-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.65000 09/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $1699.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.74000 09/26/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $19747.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260528                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1291.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.98 04/17/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-154279.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $24926.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/9.06500 01/17/25-4Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $9333.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.02000 12/04/23-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $32301.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.08586 01/13/25-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-38014.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $85788.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $112.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-69279.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-71.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-10462.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 10/33 2                     | CUSIP: ACI11VHC9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    42000000 | PA      | $1695872.60   | 0.25%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.56 08/07/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $78687.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.06353 10/24/23-01/04/27 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-145421.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-20690.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.55000 03/06/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-89722.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-59123.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-723.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-410.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-12317.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.69000 10/03/23-7Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-2399.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.63000 09/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-2819.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.52868 09/26/23-01/02/26 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $284167.22    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAIUA7 PIMCO SWAPTION 6.11 PUT HUF 20251223          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -125950000 | NC      | $-4400.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                        | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25           | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1700000 | PA      | $414545.00    | 0.06%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.93000 11/04/24-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-30957.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.93560 06/18/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-188804.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-366458.49   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $530.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1320.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3718.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 06/43 15                   | CUSIP: ACI2HCL52<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   594400000 | PA      | $146749.43    | 0.02%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-5259.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.41000 01/20/23-8Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-39386.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251024                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $4227.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          34 | NC      | $31033.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-20336.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-10045.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.52000 03/20/23-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $113178.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-20541.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-25386.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $73914.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1142.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-288.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2078.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2191.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.99400 07/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-20625.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $3113.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-3339.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 06/39 15.8                 | CUSIP: ACI2QJDV9<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  5247100000 | PA      | $1394840.28   | 0.20%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.69000 12/26/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-7747.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $167.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-37488.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.1325 06/03/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $178189.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 10/25 0.00000                    | CUSIP: ACI2RP576<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2555500000 | PA      | $1718690.62   | 0.25%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8         | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  7465000000 | PA      | $7913165.55   | 1.14%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.76500 01/09/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $28670.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $10539.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $10405.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 04/36 4.25                | CUSIP: ACI1Z08B2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2600000 | PA      | $470633.98    | 0.07%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.245 03/14/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-375.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAAYA0 PIMCO SWAPTION 4.135 PUT ILS 2025120          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2100000 | NC      | $-5889.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.58240 04/08/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $31335.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25     | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       20071 | PA      | $3085.92      | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $10708.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-13024.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 08/29 11                     | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 20361000000 | PA      | $5245458.44   | 0.76%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251128                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $590.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-35                                    | FHLMC STRUCTURED PASS THROUGH FSPC T 35 A               | CUSIP: 313398VT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17776 | PA      | $17744.17     | 0.00%             | 2031-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 3.96150 05/06/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $71795.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1739.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP CBK                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $564.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $164.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $193.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.52000 09/17/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $3055.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                                | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS             | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      352033 | PA      | $474777.07    | 0.07%             | 2059-01-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                     | DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 05/28 13.489 | CUSIP: ACI2RQX40<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   190000000 | PA      | $311369.42    | 0.04%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO110626                              | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5047293000 | PA      | $2994595.82   | 0.43%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PLN BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $7446.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.77500 06/18/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-39422.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.73500 10/09/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-62890.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $7800.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.86000 06/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $136133.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.70000 07/28/23-7Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-113475.78   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 06/32 7                      | CUSIP: ACI0RXZM7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1629100000 | PA      | $332933.18    | 0.05%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260206                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $497.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $600133.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $10324.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.64500 02/01/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $58173.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-57644.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-18427.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-1.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-58243.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                        | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5             | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     4200000 | PA      | $3323709.86   | 0.48%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.783 01/05/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $719405.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 01/32 4.875               | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      497000 | PA      | $557741.51    | 0.08%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $186.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 10/33 6                    | CUSIP: ACI2CJZC2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3500000 | PA      | $1009271.87   | 0.15%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                 | ICBC STANDARD BANK PLC SR UNSECURED 144A 09/29 20       | CUSIP: 85312EER0<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 48493000000 | PA      | $4018392.81   | 0.58%             | 2029-09-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 05/28 12                   | CUSIP: ACI2MJ732<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      850000 | PA      | $33098.68     | 0.00%             | 2028-05-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-607122.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-19695.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-228.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $192.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $6223.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.19500 11/01/23-3Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $198744.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.03000 03/20/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $2765.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251201                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1376.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                   | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |           2 | PA      | $0.21         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $8298.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.65500 03/19/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-107488.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $37490.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260630                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $70152.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 11/16/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $10262.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                 | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5300000 | PA      | $129017.26    | 0.02%             | 2026-08-19      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $14370.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $12180.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES 2007-HE3                                | WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3        | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1225823 | PA      | $1091756.74   | 0.16%             | 2037-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $3860.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.80000 12/18/24-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $132597.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251229                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $235.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR         | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      683032 | PA      | $511932.48    | 0.07%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                           | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     1200000 | PA      | $1408860.80   | 0.20%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $551268.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8           | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    61900000 | PA      | $3597225.13   | 0.52%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     4258000 | NC      | $22935.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $10292.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.04500 12/30/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $4854.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.86500 07/18/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $26078.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $30783.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260616                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $7756.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-33794.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.50000 10/17/22-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $154435.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251118                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-133.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2144.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-118784.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1277.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.96000 09/01/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $50708.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | FWD0JJ9S9 COLOMBIA GOVT NDF                             | CUSIP: 990AAWNG9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        | 16507800000 | PA      | $3863006.81   | 0.56%             | 2028-04-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5         | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   655300000 | PA      | $11286708.60  | 1.63%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-FRE2                                   | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1       | CUSIP: 46626LHB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188335 | PA      | $186855.08    | 0.03%             | 2036-02-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.2914 05/08/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-10497.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.65000 03/13/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $39371.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.62000 03/21/23-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $13330.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $11923.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG45 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-903232.33   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.27000 08/26/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-52065.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-73488.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-26350.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD HUF BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-411.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISH POND RE LTD                                                       | FISH POND RE LTD UNSECURED 144A 01/27 VAR               | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      250000 | PA      | $257037.50    | 0.04%             | 2027-01-08      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-6161.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.13000 06/03/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-11893.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $111492.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-328.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251124                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1323.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3499.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251031                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $60506.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251107                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $27328.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-21379.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75        | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   311400000 | PA      | $5425673.84   | 0.78%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251229                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-496.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $5746.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-37110.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.56000 11/06/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-429951.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $48.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-4455.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-5774.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.044 01/04/24-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-334040.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP CBK                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $37556.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.21500 11/14/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-23473.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.14625 10/30/23-9Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-235948.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $13737.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN  | CUSIP: BA0003TP4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |     2700000 | PA      | $3165312.80   | 0.46%             | 2026-03-09      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.74000 03/19/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-348733.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15           | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    17800000 | PA      | $5434817.47   | 0.79%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.9975 04/14/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $80245.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $401.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-48.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.29000 03/07/25-7Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $24830.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7     | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1720000000 | PA      | $1750305.69   | 0.25%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $907.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $102.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $995342.02    | 0.14%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $9270.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-43860.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                       | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875     | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3700000 | PA      | $3746233.83   | 0.54%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.12000 06/18/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-2584.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-13910.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.335 11/27/24-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-3337.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.87000 10/17/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-3794.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-14797.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1             | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.12         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                 | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A         | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104834 | PA      | $102846.60    | 0.01%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.79000 06/10/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $2862.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO260626                              | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  3621020000 | PA      | $2132218.00   | 0.31%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                            | ISRAEL FIXED BOND BONDS 02/26 0.5                       | CUSIP: ACI1XGRP7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     4200000 | PA      | $1253938.77   | 0.18%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.575 08/06/24-01/03/28 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $52410.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1046.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.43 06/12/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $11337.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $27.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.0325 07/02/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-319413.79   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-25583.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 9.795 01/25/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-301561.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-89.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.36250 01/31/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $119726.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-269302.61   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-715451.81   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $51987.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $121.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $6909.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-6298.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | STATE OIL COMPANY OF THE AZERB EM SP JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5072.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.62000 04/10/24-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $693.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                               | TRANSNET/SOUTH AFRICA GOVT GUARANT REGS 03/29 10        | CUSIP: 565692II3<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    15000000 | PA      | $849015.80    | 0.12%             | 2029-03-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RFX0 PIMCO FXVAN PUT EUR CZK 24.25000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2788000 | NC      | $15819.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.38800 11/15/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $425251.47    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-409270.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4BA9 PIMCO SWAPTION 6.19 PUT HUF 20251114          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -450860000 | NC      | $-9886.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                         | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 11/29 2.875  | CUSIP: ACI1D6FQ2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    18800000 | PA      | $4818849.68   | 0.70%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PHP SOLD USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-6562.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 06/35 19                   | CUSIP: ACI2YG081<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     9500000 | PA      | $404973.47    | 0.06%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $30845.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $496.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $643663.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.48000 07/15/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $70956.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      187486 | PA      | $128427.91    | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.87340 12/17/24-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-57658.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                             | CHINA GOVERNMENT BOND BONDS 02/32 2.75                  | CUSIP: ACI23S543<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3920000 | PA      | $585167.19    | 0.08%             | 2032-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS USD R PHP 4.575/US SOFR GLM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22318.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $523.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251118                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-478.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260707                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1340.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-4699.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.87170 07/24/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $118827.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.57500 07/03/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $148526.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.68500 03/05/25-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $113867.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/21/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $67453.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT HUF SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-42114.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-RP1                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A    | CUSIP: 92922FYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124346 | PA      | $116360.22    | 0.02%             | 2034-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317U9USA5 PIMCO SWAPTION 7.31 CALL ZAR 2025100          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -13600000 | NC      | $-9550.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.33500 10/01/24-4Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $10432.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-12                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A       | CUSIP: 41161PVF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224104 | PA      | $105003.36    | 0.02%             | 2035-10-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-72805.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAIVA6 PIMCO SWAPTION 6.11 CALL HUF 2025122          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -125950000 | NC      | $-1965.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-31938.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.82000 06/05/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-10864.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAEEA4 PIMCO SWAPTION 7.035 CALL ZAR 202512          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -92200000 | NC      | $-28818.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-RF3                                     | STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A1 144A   | CUSIP: 863592AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11061 | PA      | $11185.24     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.48500 05/16/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $2706.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3077.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $61780.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.5225 07/10/24-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-284585.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300812                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $11590.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.43000 05/15/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $5994.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $68905.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5         | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    20500000 | PA      | $1093752.75   | 0.16%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260102                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-44210.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-72.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-3497.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.86000 11/22/23-2Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-2990.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.10500 07/12/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $169519.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.25900 08/08/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-19641.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $21916.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1662167.03  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.48000 03/19/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-143906.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-1023.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAHEA7 PIMCO SWAPTION 4.445 PUT PLN 2025121          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -850000 | NC      | $-3476.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $33716.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.75000 05/13/33-1Y (GLD) CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-753.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.589 06/02/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-47168.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 02/26 0.00000                    | CUSIP: ACI2Z9PN6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  1987000000 | PA      | $1246882.12   | 0.18%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-20084.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.425 06/12/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $5574.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 6.75     | CUSIP: ACI30CTL5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      415756 | PA      | $6756.04      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.07500 03/19/25-2Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $27537.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-25263.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290502                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $90536.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-63961.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-390575.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $29806.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.68400 01/03/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-1307.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY GOVERNMENT BOND BONDS 10/35 7                   | CUSIP: ACI2JQNJ7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   298700000 | PA      | $911350.01    | 0.13%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR         | CUSIP: ACI1Q6J27<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      250000 | PA      | $222750.00    | 0.03%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5432.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.72500 06/10/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $584.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-52095.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.22000 09/23/24-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-96527.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $5683.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG44 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-581797.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.844 04/23/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-19767.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.92000 10/02/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-33827.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                   | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.14         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $42731.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 0.00000  | CUSIP: ACI30CTS0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      346463 | PA      | $8228.50      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $154791.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-641177.06   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20260812                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-89064.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-84.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $662.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                | CUSIP: ACI1HV6Q3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $38783.30     | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-37517.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.41000 05/14/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $44987.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260107                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $97975.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.79000 10/06/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-23969.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.70000 06/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-247612.36   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                      | VEON AMSTERDAM TERM LOAN                                | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |     1400000 | PA      | $1399004.57   | 0.20%             | 2027-03-25      | Floating      | 8.21%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.77500 02/23/24-2Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-1687.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/31 8.95              | CUSIP: ACI2DBP54<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    13092662 | PA      | $789592.26    | 0.11%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                       | DEUTSCHE BANK AG 07/34 8.01                             | CUSIP: ACI2PXCZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   325000000 | PA      | $3752203.26   | 0.54%             | 2034-07-18      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD GHS BOUGHT USD 20260217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6524.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.055 08/13/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-26504.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-45608.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.25000 03/03/25-4Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-56155.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-0.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-46894.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251028                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $997.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-8237.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $9654.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.31300 04/25/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $14949.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | REPUBLIC OF PHILIPPINES SR UNSECURED 01/36 6.25         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    40000000 | PA      | $682651.88    | 0.10%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA BP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2349.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.50000 12/20/23-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $37167.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.58 07/22/25-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $3827.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-3576.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                   | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1588.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1694.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-477734.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 8.74000 04/28/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-122513.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251021                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $59785.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA55A3 PIMCO SWAPTION 4.475 PUT PLN 2025112          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -4200000 | NC      | $-13197.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.0264 04/22/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-32859.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-2279.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RG19 PIMCO FXVAN PUT USD JPY 144.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    14756787 | NC      | $77384.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AZN SOLD USD 20261029                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $7236.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/31 7.9        | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  8858000000 | PA      | $1219261.37   | 0.18%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.49 08/22/24-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-187567.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.77000 07/18/24-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-203330.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1202.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.55000 07/10/25-3Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-139945.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 7.33000 11/06/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $262620.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $14935.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.29000 04/30/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $20919.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO260629                              | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5236406000 | PA      | $3078781.62   | 0.44%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.85500 10/05/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-64540.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.04000 09/22/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-4276.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $12594.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 9.33000 02/09/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-310504.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $1743.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-26076.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RNK9 PIMCO FXVAN PUT USD MXN 18.25000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    15163000 | NC      | $128430.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.2128 02/18/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $54340.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      359000 | PA      | $356811.60    | 0.05%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 15.0359 01/24/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $115311.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-16313.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1040000 | PA      | $1033307.00   | 0.15%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 5.89000 05/09/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-40716.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $41556.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                               | TRANSNET SOC LTD 2015 ZAR TERM LOAN                     | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    18500000 | PA      | $1058570.43   | 0.15%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-69.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-OA4                                        | COUNTRYWIDE HOME LOANS CWHL 2006 OA4 A2                 | CUSIP: 126694F29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369396 | PA      | $106301.86    | 0.02%             | 2046-04-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875       | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    48400000 | PA      | $2753363.06   | 0.40%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.76000 04/09/25-4Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $121407.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.60500 07/12/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $35065.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-164509.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.36500 04/09/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $192406.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-112.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $3596.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-352.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $55208.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.64750 01/08/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-129.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20251218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-92129.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-6248.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7802.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-105913.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD THB BOUGHT USD 20251103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $86.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10125.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 01/31 6.5                    | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    15785092 | PA      | $4048.84      | 0.00%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300513                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40838.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.7603 10/11/24-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $69596.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $170178.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1710.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.923 04/22/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-39704.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-58768.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-6566.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $90458.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1011.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-139.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300514                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40800.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.56000 09/22/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-20674.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAHDA8 PIMCO SWAPTION 4.445 CALL PLN 202512          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -850000 | NC      | $-2121.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.655 07/17/24-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $85242.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300516                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40800.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.73583 06/13/24-01/04/27 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $351363.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $23739.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.85000 05/10/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $411.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-29.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-8616.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260513                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-79745.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $25027.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.35 06/05/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-30126.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $843.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 3.00000 06/14/21-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $130492.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $1113.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.513 08/06/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $97508.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.36000 04/26/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $9542.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $192967.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAJBA6 PIMCO SWAPTION 3.89 PUT CZK 20251229          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -16600000 | NC      | $-5722.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A       | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       64348 | PA      | $45242.12     | 0.01%             | 2045-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6667.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20270610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-283.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-631.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $290.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/30 8.8               | CUSIP: ACI2DBP47<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     6000000 | PA      | $376804.80    | 0.05%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-28564.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-54.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-55821.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1115.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1914.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.40700 03/21/23-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-22875.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-121223.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.05500 11/04/24-9Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $57747.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.07000 06/24/24-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $29696.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251021                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-204517.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-1992.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.50000 09/17/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $23061.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $6085.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.53400 03/21/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-18832.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-19102.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 01/31 23                   | CUSIP: ACI2NDJB3<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     9300000 | PA      | $459467.01    | 0.07%             | 2031-01-22      | Fixed         | 23.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1836.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                  | STANDARD CHARTERED BANK SR UNSECURED 144A 11/25 0.0000  | CUSIP: ACI2S0FQ7<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   148400000 | PA      | $479753.97    | 0.07%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $16603.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $630.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $30633.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.575 07/22/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $3880.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $9247.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $486.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.87000 10/11/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-23564.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7       | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9100000 | PA      | $2922939.76   | 0.42%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 2.95000 12/13/21-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $57113.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/4.04000 01/13/21-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $95668.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95           | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    28180000 | PA      | $8989631.43   | 1.30%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $49876.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-32788.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-101351.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251106                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $25599.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1       | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      816478 | PA      | $757910.25    | 0.11%             | 2047-04-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.64000 03/19/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-133184.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCHESTER FINANCING NO 3 PLC                                           | ROCHESTER FINANCING ROFIN 3 A REGS                      | CUSIP: ACI1YJ4X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      291352 | PA      | $391995.55    | 0.06%             | 2044-12-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS TWD 2.00000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TW        |           1 | NC      | $-29721.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.32500 05/06/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $67654.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.80000 06/18/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-10940.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS BANK PLC SNR SE ICE                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |           1 | NC      | $227.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 01/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-3388.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1499.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251124                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $22213.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $53842.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RET0 PIMCO FXVAN PUT USD BRL 5.50000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     7586000 | NC      | $232609.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.16395 07/07/23-01/02/26 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $34330.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $71.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251027                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-215866.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.5454 05/21/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-14722.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/28 6.25     | CUSIP: ACI30CR29<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      207877 | PA      | $4729.20      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | US LONG BOND(CBT) DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -12 | NC      | $-32079.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOEING CO/THE SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $591.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $204.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $76745.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.39000 10/01/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $7149.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $11493.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD. 12/25 0                       | CUSIP: ACI30CNL1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      103946 | PA      | $3118.38      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                 | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     5900000 | PA      | $143668.40    | 0.02%             | 2026-05-20      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-3539.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 03/35 5                     | CUSIP: BZ8VHWII9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   615000000 | PA      | $616759.10    | 0.09%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260625                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-3252.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-1010.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $247.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.47000 06/21/24-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-2502.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 6.23500 10/26/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-75954.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-3072.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.05000 07/19/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $18002.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75     | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       60505 | PA      | $9378.28      | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $24718.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-468129.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1417.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIH2 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    13400000 | NC      | $13467.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260320                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $21702.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $155.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                 | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   158000000 | PA      | $8754771.07   | 1.26%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MYR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $65518.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | POLAND GOVERNMENT BOND BONDS 07/30 4.5                  | CUSIP: ACI2WT2K6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    20400000 | PA      | $5529128.80   | 0.80%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |           1 | PA      | $0.17         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $0.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6941.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251106                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-23068.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $273488.19    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 03/30 5.25                | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $117216.04    | 0.02%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5        | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        5814 | PA      | $610.47       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251204                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $275.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5462.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-747821.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $26216.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $8469.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5           | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   840000000 | PA      | $872615.17    | 0.13%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.77500 03/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-123981.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.36000 03/19/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $4675.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260703                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $61084.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH83 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -8600000 | NC      | $-5624.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-59.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CNY 1.50000 03/18/26-4Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |           1 | NC      | $-11829.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 01/29 22                   | CUSIP: ACI2NDJF4<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      900000 | PA      | $43686.94     | 0.01%             | 2029-01-22      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                  | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3             | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185285 | PA      | $188594.77    | 0.03%             | 2035-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS SEK 2.02050 10/07/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |           1 | NC      | $-24252.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20260821                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $26659.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $10903.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $33309.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $63162.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-2973.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIG4 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -13400000 | NC      | $-8522.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251226                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $454.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-57697.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.79000 04/07/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $8655.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-3231.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $211148.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL R 7.715 06/13/19-01/04/27 GLM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-529545.41   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | ZAMBIA GOVERNMENT BOND BONDS 05/35 19                   | CUSIP: ACI2YGLP0<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1700000 | PA      | $72754.46     | 0.01%             | 2035-05-27      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                          | MALAYSIA INVESTMNT ISSUE BONDS 09/26 4.07               | CUSIP: ACI0LQGX5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   212580000 | PA      | $51096657.21  | 7.38%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-171041.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $101573.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-13868.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251204                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-217.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $265302.95    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.58000 05/16/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-139.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                  | STANDARD CHARTERED BANK STANDARD CHARTERED BANK         | CUSIP: ACI2SHL67<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   165100000 | PA      | $531418.33    | 0.08%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-31539.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-54198.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10      | CUSIP: 12668BXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1174371 | PA      | $443327.17    | 0.06%             | 2036-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-13638.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $3556.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1454.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 07/03/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $18851.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEXICAN UDIBONOS BONDS 12/26 3                          | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6926041 | PA      | $375235.72    | 0.05%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3586.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.99000 11/25/24-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $107288.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-56.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.80990 03/27/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-51802.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-46940.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251106                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $20719.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.77500 04/07/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $19551.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/27 8.35              | CUSIP: ACI2DBNN7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     6217750 | PA      | $453050.14    | 0.07%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $40477.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-5.23        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD HUF BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-55914.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-KS8                                  | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS8 M5         | CUSIP: 76110W3V6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94422 | PA      | $93906.51     | 0.01%             | 2035-08-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 14.087 12/03/24-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-48112.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.45000 06/28/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-50748.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.49750 05/16/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $24980.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260518                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $700.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.41500 08/12/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-17226.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.54500 03/05/25-10Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $39565.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 11/25 0.00000                    | CUSIP: ACI2S28H1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   200000000 | PA      | $132395.81    | 0.02%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                   | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7600000.00   | 1.10%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $36.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-18938.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-10357.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4OA5 PIMCO SWAPTION 4.065 CALL PLN 202511          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -7550000 | NC      | $-7507.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $3210.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-565083.94   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-405734.11   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS INR R 6.403/US SOFR BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $45137.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -12 | NC      | $-19329.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.73500 11/10/23-6Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-40619.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP JPM                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $846.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $28581.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.19000 06/13/23-6Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-44012.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.225 04/10/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-104006.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -660000 | NC      | $-546.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.6021 06/05/23-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-460912.92   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $7258.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1517.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-9Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-143636.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1749.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-14858.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7        | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       60652 | PA      | $9401.06      | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2612.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $137.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $574.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-22837.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-16IP                                | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1        | CUSIP: 45660LUD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132698 | PA      | $101581.32    | 0.01%             | 2045-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZ46 PIMCO FXVAN CALL USD TRY 56.75000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3085000 | NC      | $-29751.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     4011000 | NC      | $19443.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-9942.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                               | WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A         | CUSIP: ACI0YB0R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |         132 | PA      | $57972.08     | 0.01%             | 2049-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                     | DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 05/26 10.95  | CUSIP: ACI1XHM39<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   244000000 | PA      | $429719.67    | 0.06%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $2658.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-8568.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-51982.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $27212.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.9275 06/13/24-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $113412.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1                               | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 S1 A 144A     | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1152680 | PA      | $1151757.96   | 0.17%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $108735.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NGN SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $48998.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNY BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $5848.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $353.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS INR MIBOR/5.75000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |           1 | NC      | $15491.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $28380.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                       | INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000  | CUSIP: P52715AB8<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |        7609 | PA      | $7571.24      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 11.695 08/02/24-01/03/28 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-91914.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $28525.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-12Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1929.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CLP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-126.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/9.52500 06/18/25-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-20375.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                         | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000     | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     6700000 | PA      | $5049622.50   | 0.73%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 08/25/23-10Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-15600.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1003123.05  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                         | FREMONT HOME LOAN TRUST FHLT 2006 C 2A2                 | CUSIP: 35729TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2723658 | PA      | $1090783.93   | 0.16%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNY BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $272.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-8200.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $41925.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.41000 10/02/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $4889.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-459.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.61100 06/06/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-36253.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-34103.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-9462.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.75000 08/02/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $19794.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-271416.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA4AA0 PIMCO SWAPTION 6.19 CALL HUF 2025111          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -450860000 | NC      | $-5506.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.19500 09/29/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-1495.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVERNMENT BONDS 08/45 7.125                  | CUSIP: BSKQRVII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3808000000 | PA      | $235598.02    | 0.03%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $64182.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KRW BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $17004.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 08/26 36                  | CUSIP: ACI2QWYR6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   184400000 | PA      | $4385133.99   | 0.63%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-17241.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $405.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $20102.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.75250 04/22/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $66873.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750R396 PIMCO FXVAN CALL USD TRY 53.50000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -7423000 | NC      | $-55672.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CCS KRW R USSOFR/KRW KWCDC-39.43 BPS                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-23651.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CZK BOUGHT USD 20260212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-23791.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6156.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $1017.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                               | WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A         | CUSIP: ACI0YB0Q6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |         132 | PA      | $1377332.03   | 0.20%             | 2049-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | PHILIPPINE GOVERNMENT BONDS 02/29 6.25                  | CUSIP: BSHRBXII8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   931360000 | PA      | $16252646.15  | 2.35%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.25750 05/05/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $26931.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1226.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $426203.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 03/31 7                      | CUSIP: ACI1YTYS4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4609100000 | PA      | $982787.01    | 0.14%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.08000 06/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-28760.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ROMANIA EM SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2486.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UAEFA3 PIMCO SWAPTION 7.035 PUT ZAR 2025121          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -92200000 | NC      | $-34456.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10111.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $631.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-6851.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-14363.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3                    | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 21A1      | CUSIP: 073888AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1201 | PA      | $1194.93      | 0.00%             | 2036-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                       | INTEROCEANICA IV FINANCE SR SECURED 144A 11/25 0.00000  | CUSIP: 46062NAB3<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |        1902 | PA      | $1892.81      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1144841.48  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $28789.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20260129                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $344.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260305                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-49646.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $4826.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-49963.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-245.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     2034556 | NS      | $43661.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                            | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     7050677 | PA      | $68666543.24  | 9.92%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 06/26 9.75         | CUSIP: P3579ECD7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       34000 | PA      | $548.69       | 0.00%             | 2026-06-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-113968.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.68 06/05/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $81103.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75        | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    38600000 | PA      | $672546.60    | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $15892.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 07/30 34.1                | CUSIP: ACI2YZ1J4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    67500000 | PA      | $1643469.08   | 0.24%             | 2030-07-10      | Fixed         | 34.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2964.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD 12/28 0                        | CUSIP: ACI30CWY3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      277170 | PA      | $6582.79      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.21000 06/26/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $19136.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-7051.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260311                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1320.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $10327.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 09/17/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $155732.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.99000 10/20/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-125159.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20260129                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-270.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                             | FANNIE MAE FNR 2024 104 FA                              | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2345363 | PA      | $2348608.95   | 0.34%             | 2055-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260305                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $5239.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2759.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.65000 02/06/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $201407.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                           | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B            | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |     1900000 | PA      | $2200024.19   | 0.32%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $25690.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | VOLS USDINR .03725 11/26/2025 JPM                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-3723.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.69500 02/14/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-1304.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.97000 06/18/25-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-337.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-111663.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.73000 03/12/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $148660.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1           | CUSIP: 12669WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      886462 | PA      | $848568.72    | 0.12%             | 2037-11-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                        | OI S A 2024 FIXED TERM LOAN 2                           | CUSIP: BA0006870<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |     2376345 | PA      | $23763.45     | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS SEK 2.29800 10/07/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |           1 | NC      | $104041.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.92000 02/13/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-4862.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 04/28 6                      | CUSIP: ACI05MPY0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 63576500000 | PA      | $14852452.22  | 2.15%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-61090.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3408.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251003                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $687.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6        | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       20022 | PA      | $3012.91      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-50719.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.81000 01/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-7932.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $34485.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-64979.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 0.00000  | CUSIP: ACI30CRD5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      653622 | PA      | $15523.52     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.28000 02/28/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-87985.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.90000 12/13/24-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $7701.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-2545.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PHP SOLD USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-8203.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 6.15106 03/03/20-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-131680.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.25000 05/13/32-1Y (GLD) CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $2430.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-7083.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251124                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-47124.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 5.43000 03/16/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $25708.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PHP BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $154507.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $3108.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                       | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5    | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    42000000 | PA      | $2309861.25   | 0.33%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.54000 10/10/24-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-3439.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1698.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $976.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAMIBIA GOVT                                                           | REPUBLIC OF NAMIBIA SR UNSECURED REGS 10/25 5.25        | CUSIP: ACI0HMY27<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     3200000 | PA      | $3182013.73   | 0.46%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RH75 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     8600000 | NC      | $8703.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2615.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1359.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3504230.06  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.53000 01/02/24-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-31483.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CLP BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-3997.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 8.35500 02/05/24-6Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-172650.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      298000 | PA      | $295740.21    | 0.04%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.0564 09/05/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-24204.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $1.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.73600 08/12/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-41062.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.9271 05/08/25-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-101876.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-205.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 7.25     | CUSIP: ACI30CNV9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      584330 | PA      | $8911.03      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ARS SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-15902.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $33840.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                 | TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL            | CUSIP: BA0008CR7<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | LON              | CORP              | TR        |     1000000 | PA      | $1179228.03   | 0.17%             | 2028-12-15      | Floating      | 5.01%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $40894.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-401.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.75000 04/07/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $49677.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                   | GSAMP TRUST GSAMP 2007 FM1 A2A                          | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74440 | PA      | $36854.14     | 0.01%             | 2036-12-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.80000 02/13/24-2Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-1022.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251128                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $471.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $792191.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.82000 10/15/24-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-83076.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5254000 | PA      | $5211684.87   | 0.75%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $6699.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 7.31000 06/30/22-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $71983.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $56303.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1                      | SECURITIZED ASSET BACKED RECEI SABR 2007 HE1 A2A        | CUSIP: 81377JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      233926 | PA      | $50010.96     | 0.01%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                    | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75        | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $232835.05    | 0.03%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PZ53 PIMCO FXVAN PUT USD TRY 42.63500000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -3085000 | NC      | $-6777.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 6.27000 06/16/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-1661.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.73500 08/05/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-1218.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RG27 PIMCO FXVAN PUT USD JPY 140.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -14756787 | NC      | $-23448.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.50000 11/13/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $58304.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.405 06/10/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $15495.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $12854.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | PHILIPPINE GOVERNMENT SR UNSECURED 05/29 6.5            | CUSIP: 944NPX901<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    54490000 | PA      | $961493.76    | 0.14%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $3657.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 7.37000 08/26/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $32259.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750QY45 PIMCO FXVAN PUT USD MXN 18.25000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7942000 | NC      | $-67268.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $5093.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS ZAR 6.85500 02/11/20-6Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $5871.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20260623                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-3229.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNY SOLD USD 20251219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3122.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CNH BOUGHT USD 20251229                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-254.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.97000 12/16/24-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $35557.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE | TESLER EUR 3 YEAR TERM LOAN                             | CUSIP: BA000M1W7<br>LEI: 254900OVY0XI1DFYC092 | Long             | LON              | CORP              | RS        |     1000000 | PA      | $1194999.05   | 0.17%             | 2028-05-21      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.23000 11/17/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $2405.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NGN BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-33904.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1394.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.56500 12/30/24-3Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-2143.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.40000 03/20/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $43327.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.41000 08/09/24-4Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $62696.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.235 04/10/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-103632.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                              | CORPTB9D9                                               | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |      800000 | PA      | $799316.82    | 0.12%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $794.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 7.61000 11/03/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $74555.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                    | CZECH REPUBLIC SR UNSECURED 06/36 3.6                   | CUSIP: ACI2Q7TW6<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1900000 | PA      | $83966.32     | 0.01%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORTGAGE EQUITY CONVER ASSET TR 2007-FF3                               | MORTGAGE EQUITY CONVERSION ASS MECA 2007 FF3 A 144A     | CUSIP: 61911GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259181 | PA      | $232019.70    | 0.03%             | 2042-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.35000 06/18/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $25726.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3160.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GHS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-16625.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1836.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-22608.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                        | UZBEKISTAN INTL BOND SR UNSECURED REGS 05/27 16.625     | CUSIP: ACI2P7QD2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  4110000000 | PA      | $355228.43    | 0.05%             | 2027-05-29      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1417.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/36 6.25        | CUSIP: B1W32LII9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    55400000 | PA      | $2546411.12   | 0.37%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.65000 08/12/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $26424.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.80000 07/31/23-9Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $11214.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.55400 06/11/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $65205.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251201                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1934.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-896825.28   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-736.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260521                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1732.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -2100000 | NC      | $-1373.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PLN BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $1349.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -4600000 | NC      | $-2925.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $1053.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1779.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOUTH KOREA GOVT AS SP BRC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2398.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.72000 04/07/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $12488.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-22333.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $100012.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA MTGE SEC 2004-F                                        | BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 F 1A1         | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20948 | PA      | $20254.92     | 0.00%             | 2034-07-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260206                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $28591.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.76768 11/03/23-01/04/27 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $110419.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/8.59800 09/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-1855.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-144525.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-13515.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251226                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1661.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-48536.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $1015.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $71.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                         | ESKOM HOLDINGS SOC LTD GOVT GUARANT 09/33 7.5           | CUSIP: 99YQVZII9<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    90000000 | PA      | $4598647.09   | 0.66%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS COP IBR/7.58000 08/09/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $115356.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 10.9431 05/17/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $167665.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5      | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       40240 | PA      | $6136.60      | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-161453.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-61                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 61 2A1        | CUSIP: 12668AVP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28699 | PA      | $26998.61     | 0.00%             | 2035-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3916.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 317UA56A2 PIMCO SWAPTION 4.475 CALL PLN 202511          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -4200000 | NC      | $-9478.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5                            | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5         | CUSIP: 18974BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625652 | PA      | $484804.66    | 0.07%             | 2036-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.92300 03/22/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $90387.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-25472.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ARS BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $15107.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT RON SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $36102.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 12.255 10/08/24-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $43691.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.04900 04/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $6351.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/7.74750 04/08/25-5Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $10133.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.58000 10/25/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $55049.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer