# EDGAR Filing Document

**Accession Number:** 0000723620
**File Stem:** 0001752724-25-152395
**Filing Date:** 2025-6
**Character Count:** 303789
**Document Hash:** 71449e945fb7ff209cd5db1f2611072b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-152395.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-152395

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **CENTRAL INDEX KEY:** 0000723620

**ORGANIZATION NAME:**
- **EIN:** 133179654
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03802
- **FILM NUMBER:** 251067174

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INCOME FUNDS
- **DATE OF NAME CHANGE:** 20070601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19981105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER & BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19930701

## Series and Classes Contracts Data

### Neuberger Berman Emerging Markets Debt Fund (Series ID: S000041689)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000129447 | Class A             | NERAX           |
| C000129448 | Class C             | NERCX           |
| C000129449 | Institutional Class | NERIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEUBERGER BERMAN INCOME FUNDS

- **b. Investment Company Act file number:** 811-03802

- **c. CIK number of Registrant:** 0000723620

- **d. LEI of Registrant:** 54930087F7MMJ21RIJ90

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

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

- **a. Name of Series:** Neuberger Berman Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000041689

- **c. LEI of Series:** 549300I4GMXITV5Z9O32

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $115501879.42

**Total Liabilities:** $2694491.58

**Net Assets:** $112807387.84

**Delayed Delivery Securities:** $69922.30

**Cash Not Reported:** $767503.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -965.00000000 | **5-Year:** -9762.00000000 | **10-Year:** -11919.00000000 | **30-Year:** -8818.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -3103.00000000 | **5-Year:** -23506.00000000 | **10-Year:** -17945.00000000 | **30-Year:** -21465.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000129448 | 0.91%                | 0.30%                | 1.25%                |
| Class ID C000129449 | 0.99%                | 0.38%                | 1.26%                |
| Class ID C000129447 | 0.97%                | 0.35%                | 1.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-187480.75              | $758692.46                                 |
| Month 2  | $-318833.11              | $124479.60                                 |
| Month 3  | $-392074.63              | $1088873.63                                |

**Designated Index Information**

- **Index Name:** 25% JPM CEMBI Broad Diversified, 25% JPM EMBI Global Diversified, 50% JPM GBI EM Global Diversified Index

- **Index Identifier:** 25% JBCDCOMP, 25% JPEIDIVR, 50% JGENVHUG

### 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                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     8870529 | OU      | $25749.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251219                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7986978 | OU      | $23066.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      430000 | PA      | $403662.50    | 0.36%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  7671000000 | PA      | $459853.64    | 0.41%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $197002.46    | 0.17%             | 2026-06-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $193430.79    | 0.17%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                                  | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US  | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |      105000 | PA      | $105254.10    | 0.09%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2833.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    17100000 | PA      | $211582.42    | 0.19%             | 2034-04-08      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   155000000 | PA      | $184646.58    | 0.16%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    25000000 | PA      | $297471.41    | 0.26%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EURO-BUND FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -13 | NC      | $-19935.35    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $8172.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-5526.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7641.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3306.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4200000000 | PA      | $262710.46    | 0.23%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4687.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    18940000 | PA      | $346331.49    | 0.31%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    11901000 | PA      | $406998.73    | 0.36%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   179373543 | OU      | $20369.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |     4800000 | PA      | $76751.54     | 0.07%             | 2038-02-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $5572.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20290209                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    21587983 | OU      | $39050.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      156872 | PA      | $108633.86    | 0.10%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    23400000 | PA      | $280050.78    | 0.25%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                            | Shinhan Bank Co Ltd                                                              | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $189248.98    | 0.17%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      400000 | PA      | $416033.60    | 0.37%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-20283.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-59597.58    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | KOREA 3YR BND FUT JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          72 | NC      | $32696.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      110000 | PA      | $97564.13     | 0.09%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-162.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                | Vnesheconombank Via VEB Finance PLC                                              | CUSIP: 000000000<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $9576.00      | 0.01%             | 2025-11-22      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $887.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7978.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    30000000 | PA      | $29924.28     | 0.03%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $3904.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      196746 | PA      | $180278.31    | 0.16%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      300000 | PA      | $72743.23     | 0.06%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $1261.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2105000 | PA      | $474651.17    | 0.42%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $5042.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   930000000 | PA      | $956724.65    | 0.85%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7349181 | OU      | $26246.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                | Yinson Boronia Production BV                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      198236 | PA      | $203191.90    | 0.18%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      400000 | PA      | $369488.00    | 0.33%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     7610000 | PA      | $136360.48    | 0.12%             | 2034-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1016.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                                  | Turkiye Is Bankasi AS                                                            | CUSIP: 90016BAH1<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |      240000 | PA      | $242380.80    | 0.21%             | 2029-06-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-32974.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     4500000 | OU      | $-12999.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                 | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $188397.94    | 0.17%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5580000 | PA      | $287582.38    | 0.25%             | 2031-06-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3604000000 | PA      | $239740.09    | 0.21%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                 | WE Soda Investments Holding PLC                                                  | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      240000 | PA      | $245460.00    | 0.22%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      240000 | PA      | $232359.79    | 0.21%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4090.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      947033 | OU      | $-60293.26    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      100000 | PA      | $95447.38     | 0.08%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1735500000 | PA      | $240967.93    | 0.21%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2383.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    25805274 | OU      | $-74169.72    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22739.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192800.00    | 0.17%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $38360.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $16008.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    13245849 | OU      | $-37668.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   195916115 | OU      | $11209.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $206544.38    | 0.18%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-831.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $30757.96     | 0.03%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $181435.21    | 0.16%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251211                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     8321392 | OU      | $24220.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-6015.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1014000 | PA      | $739813.42    | 0.66%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198850 | PA      | $197259.27    | 0.17%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $196500.00    | 0.17%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $167.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-23649.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    20000000 | PA      | $252332.93    | 0.22%             | 2052-09-12      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $59266.71     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                     | Banco Davivienda SA                                                              | CUSIP: 000000000<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $170749.21    | 0.15%             | 2031-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                        | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      819000 | PA      | $220673.31    | 0.20%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70393.89     | 0.06%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   120000000 | PA      | $121851.54    | 0.11%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD NGN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $4374.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2500000 | PA      | $369290.98    | 0.33%             | 2033-05-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                             | MEGlobal BV                                                                      | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $187700.00    | 0.17%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     7460000 | PA      | $295272.91    | 0.26%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                  | Zambia Government Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      535000 | PA      | $20768.10     | 0.02%             | 2027-11-25      | Fixed         | 19.90%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7131.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    59100000 | PA      | $689347.18    | 0.61%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                | Colombia Telecomunicaciones SA ESP                                               | CUSIP: 000000000<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $176348.30    | 0.16%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                  | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      217000 | PA      | $216368.88    | 0.19%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                  | Trident Energy Finance PLC                                                       | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $188746.06    | 0.17%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   344000000 | PA      | $22717.92     | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       12306 | PA      | $7681.41      | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-60.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       69000 | PA      | $45967.44     | 0.04%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $184318.99    | 0.16%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2850000 | PA      | $412555.87    | 0.37%             | 2030-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      216000 | PA      | $206388.00    | 0.18%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $4005.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    20826000 | PA      | $712369.44    | 0.63%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $157759.00    | 0.14%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIMAK CIMENTO SANAYI                                    | Limak Cimento Sanayi ve Ticaret AS                                               | CUSIP: 53263AAA6<br>LEI: 789000EEUQIGHI88WH47 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $196029.80    | 0.17%             | 2029-07-25      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $200190.60    | 0.18%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $103695.09    | 0.09%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7694.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      125000 | PA      | $124533.48    | 0.11%             | 2030-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      300000 | PA      | $303000.00    | 0.27%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDFOIS--THB-THOR-COMPOUND-20270504                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   103379634 | OU      | $303.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    12389989 | OU      | $-35863.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1055000 | PA      | $230382.93    | 0.20%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7735.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  4375000000 | PA      | $286350.94    | 0.25%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SF HLDNG INVESTMENT 2021                                | SF Holding Investment 2021 Ltd                                                   | CUSIP: 000000000<br>LEI: 655600V9A105VPU0VS17 | Long             | DBT              | CORP              | VG        |      232000 | PA      | $213363.44    | 0.19%             | 2031-11-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1638.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     8280000 | PA      | $154810.37    | 0.14%             | 2044-05-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                         | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $245977.85    | 0.22%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      100000 | PA      | $94140.00     | 0.08%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                  | Zambia Government Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1499000 | PA      | $50208.25     | 0.04%             | 2026-11-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-627.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1598.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                  | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     4000000 | PA      | $39540.04     | 0.04%             | 2043-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    18284249 | OU      | $-52924.03    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      208000 | PA      | $211935.57    | 0.19%             | 2039-01-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     2562441 | NS      | $2562441.09   | 2.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1867.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      181298 | PA      | $126002.11    | 0.11%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 14434000000 | PA      | $865551.19    | 0.77%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1549.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |           0 | PA      | $0.00         | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3891.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $203488.61    | 0.18%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7306.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWCO HOLDING USD SARL                                  | NewCo Holding USD 20 Sarl                                                        | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197500.00    | 0.18%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Tnb Global Ventures Cap                                 | TNB Global Ventures Capital Bhd                                                  | CUSIP: 000000000<br>LEI: 5493004U8XEGPFWIBZ14 | Long             | DBT              | CORP              | XX        |      200000 | PA      | $201778.33    | 0.18%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      176648 | PA      | $143511.92    | 0.13%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                                  | FWD Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $195704.00    | 0.17%             | 2025-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $20293.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1500000 | PA      | $348145.97    | 0.31%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                   | Investment Energy Resources Ltd                                                  | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $190770.86    | 0.17%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    15640000 | PA      | $654757.77    | 0.58%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $8965.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $10006.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      385000 | PA      | $71292.92     | 0.06%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $31811.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251208                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     5238072 | OU      | $13373.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $14020.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-14187.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    58412576 | PA      | $1261668.05   | 1.12%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                  | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196520.00    | 0.17%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $17876.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      624000 | PA      | $154940.19    | 0.14%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDF--CNY-CNREPOFIX=CFXS-REUTERS-20300303                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     5400000 | OU      | $7523.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ILS                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-28941.07    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $20.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-13095.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     7930000 | PA      | $343798.33    | 0.30%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    27919929 | PA      | $639445.83    | 0.57%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $21285.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                      | Niagara Energy SAC                                                               | CUSIP: 000000000<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $197675.17    | 0.18%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $425.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      200000 | PA      | $202000.00    | 0.18%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                                       | Globe Telecom Inc                                                                | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |      240000 | PA      | $234540.19    | 0.21%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      360000 | PA      | $372330.00    | 0.33%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      260000 | PA      | $262449.20    | 0.23%             | 2029-04-04      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $4066.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      135000 | PA      | $129189.96    | 0.11%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                                  | C&W Senior Finance Ltd                                                           | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |      207000 | PA      | $207600.31    | 0.18%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      310000 | PA      | $220966.27    | 0.20%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      360000 | PA      | $301440.96    | 0.27%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-8178.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO1 LTD                                     | CAS Capital No 1 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900REJZW5L9QRTD85 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $191290.29    | 0.17%             | 2026-07-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      510000 | PA      | $499200.49    | 0.44%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                | United Overseas Bank Ltd                                                         | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |      240000 | PA      | $230988.54    | 0.20%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      200000 | PA      | $29853.47     | 0.03%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      110483 | PA      | $67177.96     | 0.06%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EGP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $860.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      329196 | PA      | $17303.35     | 0.02%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-1720.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                    | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $187000.00    | 0.17%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-15966.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $376021.82    | 0.33%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $21688.34     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      205000 | PA      | $201023.00    | 0.18%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       48235 | PA      | $24267.03     | 0.02%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $12298.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-14441.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      240000 | PA      | $238272.00    | 0.21%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2643.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2086.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3812.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   195800000 | PA      | $487657.41    | 0.43%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2824.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                      | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $201000.00    | 0.18%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $15652.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6000000 | PA      | $989038.18    | 0.88%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      281000 | PA      | $232388.81    | 0.21%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDF--CNY-CNREPOFIX=CFXS-REUTERS-20300303                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     5449863 | OU      | $8139.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    34378608 | OU      | $964.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      647000 | PA      | $485250.00    | 0.43%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                  | Asian Development Bank                                                           | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  1450000000 | PA      | $342397.48    | 0.30%             | 2026-01-23      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $14485.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $245161.68    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   363300000 | PA      | $86562.33     | 0.08%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD RON                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-449.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2748000 | PA      | $770989.75    | 0.68%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2650.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      400000 | PA      | $336000.00    | 0.30%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      328227 | PA      | $18982.65     | 0.02%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-608.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3537.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      260000 | PA      | $176800.00    | 0.16%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      270000 | PA      | $205142.35    | 0.18%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                 | Prudential Funding Asia PLC                                                      | CUSIP: 000000000<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $184505.60    | 0.16%             | 2033-11-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $16183.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                  | Zambia Government Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      685000 | PA      | $23912.28     | 0.02%             | 2026-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251225                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    13245849 | OU      | $37465.86     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-9303.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      130000 | PA      | $127992.97    | 0.11%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $173260.00    | 0.15%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $185628.01    | 0.16%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL BANK PSQC/THE                                | Commercial Bank PSQC/The                                                         | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | DBT              | CORP              | QA        |      200000 | PA      | $196250.00    | 0.17%             | 2026-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $3541.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  5652000000 | PA      | $341628.11    | 0.30%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-15305.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     4796573 | OU      | $-35598.74    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3304000000 | PA      | $196985.68    | 0.17%             | 2028-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4324.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     4940000 | PA      | $692912.42    | 0.61%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-334.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      500000 | PA      | $141693.05    | 0.13%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     3458000 | PA      | $111303.34    | 0.10%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $16032.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $3790.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       38400 | PA      | $36249.60     | 0.03%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-39455.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                        | BOC Aviation Ltd                                                                 | CUSIP: 09681MAK4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $187992.83    | 0.17%             | 2029-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    19274407 | OU      | $-56060.49    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1113.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $13707.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2447.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22323.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                  | Empresa de Transmision Electrica SA                                              | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $144000.00    | 0.13%             | 2049-05-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7497327 | OU      | $30204.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7277.69     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $175.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     5238072 | OU      | $-13441.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $13636.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                            | Kookmin Bank                                                                     | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $176996.71    | 0.16%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-53341.48    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1510000 | PA      | $69574.50     | 0.06%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      311803 | PA      | $12093.52     | 0.01%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $205830.00    | 0.18%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-142.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     2679778 | OU      | $-42764.46    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5900000 | PA      | $108366.54    | 0.10%             | 2033-08-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7039.64     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $4110.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      560000 | PA      | $476223.96    | 0.42%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $253388.50    | 0.22%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    17082356 | OU      | $-49586.37    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                | Telefonica Celular del Paraguay SA                                               | CUSIP: 87936VAB3<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |      200000 | PA      | $198402.00    | 0.18%             | 2027-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1092.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    15050000 | PA      | $271522.80    | 0.24%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-13539.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-295.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      261228 | PA      | $168335.32    | 0.15%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $65841.88     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3817855 | PA      | $59442.59     | 0.05%             | 2033-07-13      | Fixed         | 17.80%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      350000 | PA      | $91650.99     | 0.08%             | 2043-09-30      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1295.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1484.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1910000 | PA      | $442996.88    | 0.39%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE                                             | BSF Finance                                                                      | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $203493.40    | 0.18%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                                            | JSC Kaspi.kz                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      214000 | PA      | $209217.10    | 0.19%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-11662.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2538.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $204710.00    | 0.18%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   116369043 | OU      | $9257.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      285000 | PA      | $272022.55    | 0.24%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $286.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1132.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      390909 | PA      | $254247.28    | 0.23%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-13128.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $12086.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20290309                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    17082356 | OU      | $27156.13     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      120000 | PA      | $136357.15    | 0.12%             | 2031-11-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $9302.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                     | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $212873.16    | 0.19%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oztel Holdings SPC Ltd                                  | Oztel Holdings SPC Ltd                                                           | CUSIP: 692733AB4<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |      242000 | PA      | $249489.90    | 0.22%             | 2028-04-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $12706.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1816.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1325.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                             | CUSIP: 879273AU4<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      223000 | PA      | $233481.00    | 0.21%             | 2031-07-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251229                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    25805274 | OU      | $73814.49     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   400000000 | PA      | $22883.05     | 0.02%             | 2037-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      100000 | PA      | $115943.28    | 0.10%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      135000 | PA      | $108540.00    | 0.10%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    41100000 | PA      | $488857.19    | 0.43%             | 2029-07-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    12749353 | OU      | $6463.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                    | Tencent Holdings Ltd                                                             | CUSIP: 88032XBB9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $156824.55    | 0.14%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       45031 | PA      | $42382.02     | 0.04%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $16347.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      240000 | PA      | $171908.40    | 0.15%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                           | HDFC Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |      278000 | PA      | $264637.96    | 0.23%             | 2026-08-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDFOIS--COP-IBR-OIS-COMPOUND-20270505                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  7192068030 | OU      | $-944.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4174.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      220000 | PA      | $163900.00    | 0.15%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $150510.00    | 0.13%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                        | BOC Aviation Ltd                                                                 | CUSIP: 000000000<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $200251.43    | 0.18%             | 2028-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                              | Guatemala Government Bonds                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      240000 | PA      | $239703.80    | 0.21%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $7754.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                  | SierraCol Energy Andina LLC                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221000 | PA      | $203280.53    | 0.18%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EURO-BUXL 30Y BND JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $9962.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1800000 | PA      | $255000.16    | 0.23%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22721.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $13447.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251215                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7199364 | OU      | $20883.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $5567.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD NGN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-5221.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      360000 | PA      | $342920.84    | 0.30%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDFCAMARAPROMEDIO--CL-CLICP-BLOOMBERG-20300324                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   281047765 | OU      | $-7448.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                         | CUSIP: 221604AG6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    40600000 | PA      | $93568.74     | 0.08%             | 2029-09-26      | Fixed         | 10.58%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $25253.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      497880 | PA      | $298585.07    | 0.26%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-21088.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1423.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    17900000 | PA      | $215817.85    | 0.19%             | 2031-07-02      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD RON                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-587.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   110000000 | PA      | $94887.47     | 0.08%             | 2033-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $12597.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                       | Uzbekneftegaz JSC                                                                | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $180630.00    | 0.16%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       25160 | PA      | $13117.92     | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $22186.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      100000 | PA      | $96337.98     | 0.09%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $5227.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10116000 | PA      | $344354.26    | 0.31%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2600000 | PA      | $670364.44    | 0.59%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      200000 | PA      | $195702.00    | 0.17%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 15515000000 | PA      | $943515.15    | 0.84%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      325000 | PA      | $267166.25    | 0.24%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-166.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      309064 | PA      | $13858.28     | 0.01%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                             | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      227000 | PA      | $196236.55    | 0.17%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $2472.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7986978 | OU      | $-23184.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | US 10YR NOTE (CBT)JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          13 | NC      | $-648.38      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2241.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      200000 | PA      | $204400.00    | 0.18%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     6480000 | PA      | $325547.86    | 0.29%             | 2025-11-25      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $19128.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-231375.18   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                     | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $177076.80    | 0.16%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     1379847 | OU      | $21492.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1306000000 | PA      | $77811.61     | 0.07%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3625.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      206000 | PA      | $205526.20    | 0.18%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-9972.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $7031.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-4052.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $386.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-12777.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6328568 | PA      | $331223.12    | 0.29%             | 2038-03-31      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1630700000 | PA      | $246641.12    | 0.22%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD NGN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $11330.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      220000 | PA      | $218068.40    | 0.19%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      581969 | PA      | $388105.70    | 0.34%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $72020.47     | 0.06%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $18863.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-16643.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAGVI FINANCE INTL                                     | Aragvi Finance International DAC                                                 | CUSIP: 03851RAC8<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |      220000 | PA      | $218470.12    | 0.19%             | 2029-11-20      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $182846.38    | 0.16%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22994.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-24921.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     1248000 | PA      | $39412.69     | 0.03%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $77416.89     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      151980 | PA      | $143039.67    | 0.13%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      284738 | PA      | $212798.94    | 0.19%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      400000 | PA      | $301758.40    | 0.27%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $5744.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-1975.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $6439.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $141365.20    | 0.13%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      387200 | PA      | $330494.56    | 0.29%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $7871.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      320000 | PA      | $335516.80    | 0.30%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     5184383 | OU      | $-15238.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $73.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINSUR SA                                               | Minsur SA                                                                        | CUSIP: 000000000<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $182859.88    | 0.16%             | 2031-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $188628.49    | 0.17%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $6756.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $3906.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    15558987 | OU      | $643.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-64.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      560560 | PA      | $428828.40    | 0.38%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    17803017 | PA      | $615437.67    | 0.55%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $9159.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      699000 | PA      | $166111.61    | 0.15%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                      | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2194000 | PA      | $498844.51    | 0.44%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                             | NBK SPC Ltd                                                                      | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $205000.00    | 0.18%             | 2030-06-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2460.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-51828.45    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $276969.00    | 0.25%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2306.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    27250000 | PA      | $480454.43    | 0.43%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-64698.39    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $180782.78    | 0.16%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    29510000 | PA      | $78943.81     | 0.07%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-35695.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      770000 | PA      | $687423.27    | 0.61%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-32143.09    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDFCAMARAPROMEDIO--CL-CLICP-BLOOMBERG-20280408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  1078409027 | OU      | $2812.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3962.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2636.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $113149.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1800000000 | PA      | $112454.34    | 0.10%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $86.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      135000 | PA      | $32491.50     | 0.03%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $201467.80    | 0.18%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      360000 | PA      | $329264.77    | 0.29%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GREENTOWN CHINA HLDGS                                   | Greentown China Holdings Ltd                                                     | CUSIP: 000000000<br>LEI: 529900BLBC6YDNWS8530 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201733.97    | 0.18%             | 2028-02-24      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                     | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      254000 | PA      | $221795.34    | 0.20%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8830000 | PA      | $1233886.72   | 1.09%             | 2031-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                     | Africa Finance Corp                                                              | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      240000 | PA      | $234316.80    | 0.21%             | 2030-01-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $6752.46      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                    | Ooredoo International Finance Ltd                                                | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $179780.00    | 0.16%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2526100 | PA      | $121611.67    | 0.11%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                    | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $160118.84    | 0.14%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185700.55    | 0.16%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $177.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic Of Egypt                                  | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $150000.00    | 0.13%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1060000 | PA      | $51484.84     | 0.05%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $4155.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251217                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    19274407 | OU      | $55800.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     8315680 | OU      | $-218.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2678.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2180248 | PA      | $89456.09     | 0.08%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | US ULTRA BOND CBT JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2185.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     6313157 | PA      | $140417.59    | 0.12%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-79.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                       | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      356800 | PA      | $242624.00    | 0.22%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     2200000 | PA      | $68646.17     | 0.06%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $9131.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-641.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-10397.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                  | Zambia Government Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1242000 | PA      | $42232.99     | 0.04%             | 2027-11-23      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3440.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas                                 | Bahamas Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $189565.55    | 0.17%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                             | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $201307.20    | 0.18%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4484.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3041.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $168499.95    | 0.15%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $14040.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9753693 | PA      | $435291.04    | 0.39%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $193650.91    | 0.17%             | 2031-10-02      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      300000 | PA      | $317618.40    | 0.28%             | 2029-01-14      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1824000 | PA      | $276088.77    | 0.24%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                   | Brazil Minas SPE via State of Minas Gerais                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      120000 | PA      | $119248.53    | 0.11%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      596000 | PA      | $593740.55    | 0.53%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    13160000 | PA      | $515096.43    | 0.46%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      300000 | PA      | $42900.90     | 0.04%             | 2039-08-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      294812 | PA      | $256103.20    | 0.23%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    42951873 | PA      | $1790127.99   | 1.59%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1700000 | PA      | $375533.66    | 0.33%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3742000 | PA      | $995516.71    | 0.88%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      266606 | PA      | $159887.07    | 0.14%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-59771.23    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      155000 | PA      | $151706.25    | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1016.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1660000 | PA      | $283904.55    | 0.25%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      172000 | PA      | $168444.99    | 0.15%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2275000 | PA      | $536416.57    | 0.48%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-54091.80    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     5000000 | PA      | $145343.95    | 0.13%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $43076.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $3686.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2964000 | PA      | $772624.89    | 0.68%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-4857.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      340000 | PA      | $91293.14     | 0.08%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      223000 | PA      | $134583.76    | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-20251224                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     4500000 | OU      | $12936.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                   | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 000000000<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $193864.85    | 0.17%             | 2032-02-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                          | CUSIP: P97475AP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | VE        |      436200 | PA      | $62158.50     | 0.06%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                     | Klabin Austria GmbH                                                              | CUSIP: 000000000<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $174084.76    | 0.15%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $9415.54      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAE3<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $198612.20    | 0.18%             | 2055-02-13      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                    | Bank Leumi Le-Israel BM                                                          | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      250000 | PA      | $243125.00    | 0.22%             | 2031-01-29      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-352.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $21101.93     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      270000 | PA      | $271539.00    | 0.24%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     8000000 | PA      | $1251581.37   | 1.11%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDFCAMARAPROMEDIO--CL-CLICP-BLOOMBERG-20270502                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    95856111 | OU      | $2830.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                           | Fresnillo PLC                                                                    | CUSIP: 000000000<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $142663.76    | 0.13%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-9339.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      209000 | PA      | $204570.36    | 0.18%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $20134.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $125507.11    | 0.11%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      310889 | PA      | $12523.64     | 0.01%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4328.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $20153.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2635.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                       | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      215000 | PA      | $204948.75    | 0.18%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-703.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1783000000 | PA      | $117459.31    | 0.10%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                | CT Trust                                                                         | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      200000 | PA      | $182085.74    | 0.16%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-286.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $171525.00    | 0.15%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                   | Zorlu Enerji Elektrik Uretim AS                                                  | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $183242.16    | 0.16%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1350000 | PA      | $313913.58    | 0.28%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-2018.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $851.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     3238870 | OU      | $-9049.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      500000 | PA      | $87469.57     | 0.08%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $180295.32    | 0.16%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251222                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    12389989 | OU      | $35691.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     3055000 | PA      | $778715.68    | 0.69%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ILS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $9093.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     8321392 | OU      | $-24366.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1978.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-221.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                     | Hunt Oil Co of Peru LLC Sucursal Del Peru                                        | CUSIP: 445640AC9<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $222938.40    | 0.20%             | 2033-09-18      | Fixed         | 8.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $3543.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                            | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      250000 | PA      | $244070.00    | 0.22%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251211                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     9462643 | OU      | $27542.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |      200000 | PA      | $208000.00    | 0.18%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1194900000 | PA      | $207037.66    | 0.18%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                  | Republic of Uganda Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  1158500000 | PA      | $270652.96    | 0.24%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |       60000 | PA      | $57417.76     | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-23243.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                         | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $194098.25    | 0.17%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2090.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13466000000 | PA      | $816966.64    | 0.72%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      270000 | PA      | $46422.10     | 0.04%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco Constitu                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 000000000<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $165053.02    | 0.15%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20290221                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    22715472 | OU      | $29204.21     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                   | Saudi Arabian Oil Co.                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $172001.80    | 0.15%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-3810.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      309977 | PA      | $13074.39     | 0.01%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                 | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      185366 | PA      | $157653.66    | 0.14%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      248000 | PA      | $247104.90    | 0.22%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1116.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-3813.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                | Banque Ouest Africaine de Developpement                                          | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $180800.00    | 0.16%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1517500000 | PA      | $278816.41    | 0.25%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                   | Bonos de la Tesoreria de la Republica en pesos                                   | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   255000000 | PA      | $276466.12    | 0.25%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      202000 | PA      | $51168.68     | 0.05%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      247000 | PA      | $151438.15    | 0.13%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4151.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    37700000 | OU      | $-3380.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAD0<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |  1261000000 | PA      | $271669.62    | 0.24%             | 2027-11-08      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1541000 | PA      | $444894.35    | 0.39%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 31926000000 | PA      | $1904649.71   | 1.69%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-7151.32     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |       83740 | PA      | $56105.87     | 0.05%             | 2037-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NWD FINANCE (BVI) LTD                                   | NWD Finance BVI Ltd                                                              | CUSIP: 000000000<br>LEI: 25490076V8K09HMNCT88 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $100067.95    | 0.09%             | 2026-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      251000 | PA      | $249994.49    | 0.22%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $295847.39    | 0.26%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131MAK9<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $150526.41    | 0.13%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251219                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     8870529 | OU      | $-25617.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   110000000 | PA      | $1354022.19   | 1.20%             | 2031-06-18      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-7751.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBTAA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |     1558000 | OU      | $67072.43     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                 | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       10000 | PA      | $10014.00     | 0.01%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | US LONG BOND(CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           5 | NC      | $3585.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       71437 | PA      | $43436.47     | 0.04%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      362749 | PA      | $253924.30    | 0.23%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $97598.77     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-8.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20280225                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    95360076 | OU      | $30025.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1569.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2217.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                 | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $202725.92    | 0.18%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3933.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $162.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $6319.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    30000000 | PA      | $360625.54    | 0.32%             | 2032-01-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $53583.39     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      580000 | PA      | $578064.43    | 0.51%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    19400000 | PA      | $331934.23    | 0.29%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                  | Zambia Government Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     9863000 | PA      | $299601.18    | 0.27%             | 2031-01-25      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 24                                    | CK Hutchison International 24 Ltd                                                | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $305385.89    | 0.27%             | 2034-04-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                             | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      250000 | PA      | $255469.00    | 0.23%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-142880.79   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                     | CSN Inova Ventures                                                               | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      225000 | PA      | $209927.09    | 0.19%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                              | Woori Bank                                                                       | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $199332.29    | 0.18%             | 2029-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $4985.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $17991.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                          | VTR Finance NV                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $187972.90    | 0.17%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-17903.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $190900.83    | 0.17%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $188000.65    | 0.17%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $254.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   600132655 | OU      | $7282.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EURO-BOBL FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -5 | NC      | $-6690.33     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-20290730                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    18284249 | OU      | $38995.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $3467.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $207020.00    | 0.18%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      150000 | PA      | $100743.74    | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                   | Argentine Republic Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       93568 | PA      | $78616.85     | 0.07%             | 2030-07-09      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5835.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3462.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $731.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      102000 | PA      | $116204.67    | 0.10%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                 | EIG Pearl Holdings Sarl                                                          | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $154560.80    | 0.14%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $53307.30     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      100000 | PA      | $105875.00    | 0.09%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EURO-SCHATZ FUT JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           2 | NC      | $1470.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      407000 | PA      | $375042.60    | 0.33%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $5280.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      266000 | PA      | $143597.54    | 0.13%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $0.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                           | CUSIP: 50205MAG4<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      240000 | PA      | $238599.31    | 0.21%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | US 5YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          68 | NC      | $107553.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $16040.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20251219                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    17082356 | OU      | $49333.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                 | Reliance Industries Ltd                                                          | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      313000 | PA      | $272839.13    | 0.24%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                        | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2782409 | PA      | $322759.44    | 0.29%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $250644.42    | 0.22%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                | NAK Naftogaz Ukraine via Kondor Finance PLC                                      | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      128508 | PA      | $126451.49    | 0.11%             | 2026-07-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-20251222                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    18284249 | OU      | $52671.43     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-40150.58    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    57820000 | PA      | $726485.61    | 0.64%             | 2037-07-24      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $4035.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                        | DP World Ltd/United Arab Emirates                                                | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      400000 | PA      | $438000.00    | 0.39%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                             | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $135328.04    | 0.12%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD RON                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-4684.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $237.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      877000 | PA      | $150231.85    | 0.13%             | 2034-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $122621.98    | 0.11%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                    | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      340000 | PA      | $345344.38    | 0.31%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $4228.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-5098.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                | Abu Dhabi National Energy Co PJSC                                                | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $185778.00    | 0.16%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     8478164 | OU      | $-23782.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-60054.59    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-22725.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $231144.20    | 0.20%             | 2032-01-16      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BAPCO ENERGIES BSCC                                     | Bapco Energies BSC Closed                                                        | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |      200000 | PA      | $212009.39    | 0.19%             | 2028-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $118830.00    | 0.11%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      451682 | PA      | $257323.24    | 0.23%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      450000 | PA      | $108015.31    | 0.10%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $36061.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     9462643 | OU      | $-27708.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $1786.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $5970.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     1631452 | PA      | $189248.43    | 0.17%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40196 | PA      | $20664.76     | 0.02%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33226000 | PA      | $1040031.54   | 0.92%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $24268.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      370000 | PA      | $263434.82    | 0.23%             | 2041-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-459.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3106.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-268.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    11210215 | OU      | $20995.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     1980000 | PA      | $70179.62     | 0.06%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-6006.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1500000 | PA      | $284069.29    | 0.25%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $184225.86    | 0.16%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    22026000 | PA      | $706765.24    | 0.63%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $22970.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $188856.00    | 0.17%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5010000 | PA      | $198469.00    | 0.18%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1600000 | PA      | $219257.74    | 0.19%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7550.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      230162 | PA      | $177914.85    | 0.16%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $12762.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $6044.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      427000 | PA      | $107277.08    | 0.10%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4608000 | PA      | $995304.36    | 0.88%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPOIS--MXN-TIIE ON-OIS COMPOUND-20290903                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    25805274 | OU      | $44889.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-6842.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $9656.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      215000 | PA      | $217508.62    | 0.19%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                            | QatarEnergy                                                                      | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      200000 | PA      | $146918.40    | 0.13%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $1517.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-2923.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      190000 | PA      | $143557.92    | 0.13%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                   | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $191523.87    | 0.17%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890PAC0<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $206892.00    | 0.18%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                 | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2100000 | PA      | $464766.56    | 0.41%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                            | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       49000 | PA      | $34887.31     | 0.03%             | 2041-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                                   | Republic of Ghana Government Bonds                                               | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      308156 | PA      | $14807.07     | 0.01%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                  | Rede D'or Finance Sarl                                                           | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      164000 | PA      | $152751.17    | 0.14%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   165160000 | PA      | $2050613.36   | 1.82%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-17932.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | US 2YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           8 | NC      | $15863.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    87360000 | PA      | $1099619.23   | 0.97%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $14073.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      258000 | PA      | $182064.15    | 0.16%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7180.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $46865.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       15274 | PA      | $7621.73      | 0.01%             | 2030-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     2150000 | PA      | $313234.02    | 0.28%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      273000 | PA      | $196123.20    | 0.17%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2104900000 | PA      | $379329.63    | 0.34%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $2449.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1781.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds              | El Salvador Government International Bonds                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      224000 | PA      | $210981.18    | 0.19%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     7199364 | OU      | $-20980.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAF6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $192139.64    | 0.17%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $189088.68    | 0.17%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      100000 | PA      | $98615.79     | 0.09%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                 | Sun Hung Kai Properties Capital Market Ltd                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $185328.84    | 0.16%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $11515.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      260000 | PA      | $246393.34    | 0.22%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                   | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    54800000 | PA      | $1112095.79   | 0.99%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD NGN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2837.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Png Govt Intl Bond                                      | Papua New Guinea Government International Bond                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |      200000 | PA      | $194236.14    | 0.17%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $55592.31     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                       | Kosmos Energy Ltd                                                                | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      200000 | PA      | $169963.16    | 0.15%             | 2028-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-53759.87    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                     | GENM Capital Labuan Ltd                                                          | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |      200000 | PA      | $177083.08    | 0.16%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      190000 | PA      | $201303.74    | 0.18%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-46460.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  7899000000 | PA      | $479595.91    | 0.43%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1920.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      700000 | PA      | $99201.36     | 0.09%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |      510000 | PA      | $530400.00    | 0.47%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  1000000000 | PA      | $59118.94     | 0.05%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-4495.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                              | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $147504.32    | 0.13%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                    | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      160000 | PA      | $165059.93    | 0.15%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | CCPNDFCAMARAPROMEDIO--CL-CLICP-BLOOMBERG-20331024                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   463419109 | OU      | $-42793.49    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-705.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    27795205 | PA      | $1225718.03   | 1.09%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1641.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | EMDMBLB                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     2042008 | OU      | $13164.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |      200000 | PA      | $197992.90    | 0.18%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | KINGDOM OF MOROCCO                                                               | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      160000 | PA      | $179857.58    | 0.16%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-14514.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      240000 | PA      | $237960.00    | 0.21%             | 2034-11-27      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      362000 | PA      | $61540.00     | 0.05%             | 2020-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** NEUBERGER BERMAN INCOME FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer