# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004426
**Filing Date:** 2025-11
**Character Count:** 546331
**Document Hash:** ffbe44771d735076fd3cea0f27b9deb9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004426.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004426

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528239

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

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

## Series and Classes Contracts Data

### PIMCO Emerging Markets Bond Fund (Series ID: S000009715)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Emerging Markets Bond Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2596541267.00

**Total Liabilities:** $309225283.39

**Net Assets:** $2287315983.61

**Delayed Delivery Securities:** $22100000.01

**Cash Not Reported:** $26394820.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 40270.099200 | **1-Year:** 55863.934700 | **5-Year:** 259663.758000 | **10-Year:** 495394.508700 | **30-Year:** 46823.776500

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

- **3-Month:** 53618.131900 | **1-Year:** 48686.028900 | **5-Year:** 173121.143000 | **10-Year:** 168297.235100 | **30-Year:** 4932.780900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026680 | 1.25%                | 1.78%                | 1.78%                |
| Class ID C000026682 | 1.19%                | 1.71%                | 1.72%                |
| Class ID C000064161 | 1.27%                | 1.80%                | 1.80%                |
| Class ID C000200456 | 1.27%                | 1.80%                | 1.79%                |
| Class ID C000026678 | 1.28%                | 1.81%                | 1.81%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-513912.92              | $9823905.13                                |
| Month 2  | $-365417.29              | $29287195.35                               |
| Month 3  | $3583454.70              | $25581980.54                               |

**Designated Index Information**

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

- **Index Identifier:** JPEGCOMP

### Schedule of Portfolio Investments

| Name                                                                   | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-215.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 144A 09/30 5.375                        | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3000000 | PA      | $3089368.62   | 0.14%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-12R                   | CREDIT SUISSE MORTGAGE TRUST CSMC 2015 12R 2A2 144A          | CUSIP: 12651DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      505536 | PA      | $465359.21    | 0.02%             | 2037-11-30      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | REPUBLIC OF CHILE SR UNSECURED 01/61 3.1                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      700000 | PA      | $434945.00    | 0.02%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 5YR NOTE (CBT) DEC25 XCBT 20251231                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1255 | NC      | $197557.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                            | KONDOR FINANCE PLC (NAK) SR UNSECURED REGS 07/26 7.125       | CUSIP: ACI1D8R69<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      694638 | PA      | $707480.93    | 0.03%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-56                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1             | CUSIP: 12668AHE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70874 | PA      | $65046.60     | 0.00%             | 2035-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 09/32 4.875             | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $1915600.00   | 0.08%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 01/37 8.25                     | CUSIP: ACI2MLY11<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1800000 | PA      | $1881791.17   | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED 144A 01/27 3.257                      | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $984812.45    | 0.04%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                         | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000          | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |    20070000 | PA      | $15126257.25  | 0.66%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                        | COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3               | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     2500000 | PA      | $2743668.45   | 0.12%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY HUNGARY                                              | CUSIP: ACI2MB796<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4100000 | PA      | $4140418.99   | 0.18%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED 144A 01/34 5.95                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1300000 | PA      | $1368196.64   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10           | CUSIP: 12668BXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      458564 | PA      | $173108.71    | 0.01%             | 2036-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    17570250 | PA      | $17570250.00  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.25000 03/20/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-255338.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.32750 05/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $518983.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 11/32 4.125                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -17100000 | PA      | $-17301058.55 | -0.76%            | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                              | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625         | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     3830000 | PA      | $3933967.42   | 0.17%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOUTH AFRICA EM SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9567.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $156011.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $57276.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-3851.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR              | CUSIP: ACI1Q6M72<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1280000 | PA      | $848800.00    | 0.04%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP MYC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $68621.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                        | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95          | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      830000 | PA      | $200528.00    | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4515751 | PA      | $-4522223.62  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-716.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU       | ENFRAGEN ENERGIA SUR SAU SR SECURED 144A 06/32 8.499         | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     2800000 | PA      | $2948932.00   | 0.13%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65              | CUSIP: ACI1W3TJ9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     2400000 | PA      | $2353361.07   | 0.10%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-187.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                         | ESKOM HOLDINGS SR UNSECURED REGS 08/28 8.45                  | CUSIP: ACI14B798<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     2800000 | PA      | $3003634.76   | 0.13%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 04/35 8.5                  | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    12400000 | PA      | $13751600.00  | 0.60%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 07/28 6                 | CUSIP: P3579ECB1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10900000 | PA      | $11271690.00  | 0.49%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR19                                 | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR19 A1             | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65078 | PA      | $52314.83     | 0.00%             | 2035-10-25      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $678.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $0.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BRC                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $42136.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 06/33 3.849           | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      600000 | PA      | $562560.00    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED REGS 06/35 1.75                         | CUSIP: ACI1MT9S5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $95501.98     | 0.00%             | 2035-06-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT INTERNATION 02/34 1                       | CUSIP: ACI2QXXG9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5800000 | PA      | $3256700.00   | 0.14%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | QATAR GOVT EM SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $24323.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $3848.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA BP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $61326.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA SR UNSECURED 144A 03/36 9.5                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2500000 | PA      | $2570598.55   | 0.11%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED REGS 01/31 8.747            | CUSIP: BGT0PTII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      650000 | PA      | $674969.60    | 0.03%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                               | SAUDI ARABIAN OIL CO SR UNSECURED REGS 07/54 5.75            | CUSIP: ACI2Q1F46<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3700000 | PA      | $3685477.50   | 0.16%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 03/30 5.25                         | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3000000 | PA      | $3631796.58   | 0.16%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8500000 | PA      | $8995550.00   | 0.39%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1                  | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     5954799 | NS      | $127789.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1489.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED REGS 03/33 VAR            | CUSIP: ACI2SS6H6<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      600000 | PA      | $515727.23    | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/35 8.5             | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 16023000000 | PA      | $2184359.77   | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-39.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-341.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -4359282 | PA      | $-5148857.86  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $403.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-15Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $80255.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                       | SOUTHERN GAS CORRIDOR GOVT GUARANT 144A 03/26 6.875          | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3800000 | PA      | $3847483.39   | 0.17%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | COTE DIVOIRE EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1190.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP MYC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-17404.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 04/27 2.375                        | CUSIP: ACI0TL6V3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      350000 | PA      | $408185.13    | 0.02%             | 2027-04-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                   | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625          | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      700000 | PA      | $518196.00    | 0.02%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-18                                         | GSAA HOME EQUITY TRUST GSAA 2006 18 AF5A                     | CUSIP: 3622ELAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      951407 | PA      | $350297.05    | 0.02%             | 2036-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/31 8.95                   | CUSIP: ACI2DBP54<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     5800000 | PA      | $349786.40    | 0.02%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-2715.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 06/27 VAR                      | CUSIP: ACI2P60F7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   137100000 | PA      | $3313963.77   | 0.14%             | 2027-06-16      | Floating      | 46.40%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260521                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1769.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 01/31 6.5                         | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    86818006 | PA      | $22268.64     | 0.00%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/28 4.3              | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6100000 | PA      | $6013381.22   | 0.26%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED REGS 11/44 4.875                    | CUSIP: P3143NAU8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1700000 | PA      | $1486376.91   | 0.06%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     5177590 | PA      | $5053658.64   | 0.22%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125             | CUSIP: ACI1MBVD2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     5820000 | PA      | $6834683.10   | 0.30%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | POLAND GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $88459.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125       | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     3100000 | PA      | $2594312.50   | 0.11%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | DOMINICAN REPUBLIC LA SP MYC                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-13256.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $741.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4426604 | PA      | $-4430813.84  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1704.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     9811597 | PA      | $5171938.07   | 0.23%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GH4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1200000 | PA      | $1348730.62   | 0.06%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853                  | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2700000 | PA      | $2746845.00   | 0.12%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD 12/28 0                             | CUSIP: ACI30CWY3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      808046 | PA      | $19191.09     | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                         | ESKOM HOLDINGS GOVT GUARANT REGS 07/27 4.314                 | CUSIP: ACI1ZBT66<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     6200000 | PA      | $6140363.32   | 0.27%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-17331.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-62720.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260528                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1326.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251210                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $82477.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.45000 10/31/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $88177.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIRAAT DPR FINANCE CO                                                  | ZIRAAT TRANCHE B TERM LOAN                                   | CUSIP: BA0005QX5<br>LEI: 254900UKNMJNBW90F636 | Long             | LON              | CORP              | US        |     5100000 | PA      | $5097406.85   | 0.22%             | 2034-06-15      | Floating      | 7.14%                 | No            |                  3 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED REGS 07/29 VAR                | CUSIP: ACI2RH6H1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1100000 | PA      | $1073670.28   | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                      | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    30100000 | PA      | $732720.68    | 0.03%             | 2026-08-19      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                           | REPUBLIC OF SENEGAL SR UNSECURED 144A 06/37 5.375            | CUSIP: ACI1YDQM1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1900000 | PA      | $1465188.22   | 0.06%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                            | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: ACI2PW9R5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     7200000 | PA      | $7599524.40   | 0.33%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE TRUST 2005-A5                                           | JP MORGAN MORTGAGE TRUST JPMMT 2005 A5 3A3                   | CUSIP: 466247SL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         877 | PA      | $879.32       | 0.00%             | 2035-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                        | RAIZEN FUELS FINANCE COMPANY GUAR REGS 07/32 6.25            | CUSIP: L7909CAJ6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $781800.00    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 02/33 14.375                    | CUSIP: ACI189QF4<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  8884000000 | PA      | $2334261.44   | 0.10%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300513                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $41634.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/31 3.75        | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2550000 | PA      | $2397359.55   | 0.10%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-66.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT GBP SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $38176.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.15000 10/12/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $81297.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-30323.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25          | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      592547 | PA      | $91058.36     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVT SUKUK SR UNSECURED 144A 06/50 3.8             | CUSIP: 71567PAQ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      300000 | PA      | $227625.00    | 0.01%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068       | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $380420.96    | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-20851.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX EM39 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-17323.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED 144A 09/33 6.5               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     3600000 | PA      | $3915901.55   | 0.17%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-30080.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA SR UNSECURED REGS 02/31 9.75               | CUSIP: ACI2MWJ22<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     4600000 | PA      | $4922025.25   | 0.22%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6432.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                       | TENGIZCHEVROIL FIN CO IN SR SECURED 144A 08/30 3.25          | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $4616660.05   | 0.20%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750R1Z0 PIMCO CDSOPT PUT USD 0.85 20251015                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -452400000 | NC      | $-4039.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 01/45 6.375                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11850000 | PA      | $9639205.94   | 0.42%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA BP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4717.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $1463.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS REV REPO EUR                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -478256 | PA      | $-564919.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                  | STANDARD CHARTERED BANK STANDARD CHARTERED BANK              | CUSIP: ACI2SHL67<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   516000000 | PA      | $1660883.45   | 0.07%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | REPUBLIC OF COTE D IVOIRE THE 2025 EUR 12 M SHRT SYNDCATD TL | CUSIP: BA000JHT4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |     2900000 | PA      | $3404746.92   | 0.15%             | 2026-03-18      | Floating      | 4.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $89871.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $411.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ABU DHABI GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $119694.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 07/36 6.25                        | CUSIP: ACI1V3D81<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8867300000 | PA      | $1563424.64   | 0.07%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CHF SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $2308.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $131.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAMIBIA GOVT                                                           | REPUBLIC OF NAMIBIA SR UNSECURED REGS 10/25 5.25             | CUSIP: ACI0HMY27<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     5500000 | PA      | $5469086.10   | 0.24%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-12206.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                      | LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875         | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      740035 | PA      | $764420.18    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN       | CUSIP: BA0003TP4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |    10000000 | PA      | $11723380.75  | 0.51%             | 2026-03-09      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 10/31 5.875                    | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2200000 | PA      | $2574878.60   | 0.11%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1524.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $32854.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $30354.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-30Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-595834.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-104654.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED 144A 01/36 6.44                     | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     5200000 | PA      | $5632636.72   | 0.25%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 02/48 6.5               | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      406000 | PA      | $405472.20    | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                      | LIMA METRO LINE 2 FIN LT SR SECURED 144A 04/36 4.35          | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      155807 | PA      | $150897.04    | 0.01%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO260629                                   | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  8754496000 | PA      | $5147267.30   | 0.23%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-6183.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                           | RUSSIAN FEDERATION SR UNSECURED 144A 03/30 VAR               | CUSIP: 78307ACZ4<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      110000 | PA      | $73150.00     | 0.00%             | 2030-03-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                            | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/54 6.25        | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     3600000 | PA      | $3760217.93   | 0.16%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEXICAN UDIBONOS BONDS 11/31 2.75                            | CUSIP: ACI1VZWM8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9405735 | PA      | $465446.10    | 0.02%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                     | SAAVI ENERGIA SARL SR UNSECURED 144A 02/35 8.875             | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     3100000 | PA      | $3340095.00   | 0.15%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $153.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     3130883 | PA      | $1729812.86   | 0.08%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 10/41 4.65           | CUSIP: P5015VAN6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1000000 | PA      | $861375.00    | 0.04%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-470.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 04/30 7.375                | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1800000 | PA      | $1918440.00   | 0.08%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX EM38 ICE                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-19733.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED 144A 01/32 4.875                    | CUSIP: ACI1T3TK0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      500000 | PA      | $561108.16    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6189.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-82.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                      | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    13300000 | PA      | $323862.67    | 0.01%             | 2026-05-20      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.16500 09/27/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $129219.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA 2024 DELAYED DRAW TERM LOAN                     | CUSIP: BA000PGK0<br>LEI: 254900IDGKCJICKBPA66 | Long             | LON              | CORP              | US        |    10000000 | PA      | $10025000.00  | 0.44%             | 2029-04-12      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6             | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      415404 | PA      | $62509.99     | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     6734565 | PA      | $6734565.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                | SASOL FINANCING USA LLC COMPANY GUAR REGS 05/29 8.75         | CUSIP: U8035UAC6<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207633.20    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MORGAN STANLEY REPO                          9W08            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    10655605 | PA      | $10655605.26  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-591100.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 04/34 3.5                          | CUSIP: ACI19Z2K0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $501630.76    | 0.02%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-16673.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                | RUTAS 2 + 7 FINANCE LTD SR SECURED 144A 09/36 0.00000        | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1980000 | PA      | $1511086.19   | 0.07%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 TRUST                                                   | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A          | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1541930 | PA      | $1374059.45   | 0.06%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                         | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A         | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1450000 | PA      | $1449859.63   | 0.06%             | 2035-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | DRILLCO HLDG LUX S A COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       54987 | NS      | $1191385.02   | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                 | CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG            | CUSIP: 952NPJ000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $260000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375                | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1125000 | PA      | $1160437.50   | 0.05%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                       | PAMPA ENERGIA SA SR UNSECURED 144A 12/34 7.875               | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     6900000 | PA      | $6817200.00   | 0.30%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                              | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    49000000 | PA      | $49774690.00  | 2.18%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75                  | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    34400000 | PA      | $27342351.18  | 1.20%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER III (IRELAND) DESIGNATED ACTIVITY COMPANY                | AVENIR ISSUER III IRLND UNSECURED 03/27 6                    | CUSIP: ACI2R9GQ8<br>LEI: 8945005RPC7GAZ20LN46 | Long             | DBT              | NUSS              | IE        |     2309880 | PA      | $2286493.24   | 0.10%             | 2027-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20260218                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-6472.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOM REP CB NOTES NOTES 144A 01/26 13                         | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |    16800000 | PA      | $272387.59    | 0.01%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                           | ABU DHABI DEVELOPMENT HO ABU DHABI DEVELOPMENT HO            | CUSIP: ACI2RFC96<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $786684.97    | 0.03%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $16652.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR            | CUSIP: ACI2SS751<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2009427 | PA      | $1783172.47   | 0.08%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A             | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1801 | PA      | $1720.18      | 0.00%             | 2036-08-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                       | DP WORLD LTD UAE SR UNSECURED REGS 09/48 5.625               | CUSIP: ACI1549W0<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1050000 | PA      | $1035021.41   | 0.05%             | 2048-09-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251208                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $4962.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5              | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29300000 | PA      | $1563266.13   | 0.07%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA BP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-46952.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $21172.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $59731.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RN37 PIMCO FXVAN CALL USD TRY 54.33000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -9000000 | NC      | $-201528.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE3                                   | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1               | CUSIP: 65536QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      276522 | PA      | $259943.39    | 0.01%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/27 4.375          | CUSIP: P5015VAG1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     6500000 | PA      | $6467500.00   | 0.28%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $6.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ZAR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $360.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED REGS 09/33 7.375            | CUSIP: ACI20N0S9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $759000.86    | 0.03%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $17901.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $155718.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR              | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     9039000 | PA      | $6774730.50   | 0.30%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | NIGERIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-181071.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                 | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3100000 | PA      | $1748400.00   | 0.08%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2020451 | PA      | $-2022373.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SUCI SECOND INVESTMENT COMPANY                                         | SUCI SECOND INVEST CO SR UNSECURED REGS 10/28 6              | CUSIP: ACI2KMM22<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |     8100000 | PA      | $8504498.69   | 0.37%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                      | IVANHOE MINES LTD COMPANY GUAR 144A 01/30 7.875              | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2274096.00   | 0.10%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                | OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 06/51 5.125       | CUSIP: ACI1YKC81<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     8200000 | PA      | $6862375.00   | 0.30%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                               | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848           | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     9600000 | PA      | $10170309.98  | 0.44%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                               | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1               | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |     3900000 | PA      | $4557428.34   | 0.20%             | 2027-08-23      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $33183.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-37778.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED 144A 12/34 10.375           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1500000 | PA      | $1670758.89   | 0.07%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-71227.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                            | KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375              | CUSIP: M5269UAJ3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     3950000 | PA      | $3789592.75   | 0.17%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1             | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112468 | PA      | $102193.92    | 0.00%             | 2036-12-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251219                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-112044.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260320                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $26336.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PHP BOUGHT USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $1235.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1/8.26700 03/06/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-701553.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GJ0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1500000 | PA      | $1759772.80   | 0.08%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                | EMPRESA DE LOS FERROCARR SR UNSECURED REGS 09/61 3.83        | CUSIP: P3742RAX8<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      900000 | PA      | $615266.39    | 0.03%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                   | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7650000 | PA      | $7708538.11   | 0.34%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                      | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375       | CUSIP: B1VX67II1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    38809000 | PA      | $6325867.00   | 0.28%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                              | OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7             | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1500000 | PA      | $1695942.50   | 0.07%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1245.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK RT (AKA: EXPORT-IMPORT BANK OF HUNGARY)      | MAGYAR EXPORT IMPORT BAN GOVT GUARANT REGS 12/27 6.125       | CUSIP: ACI2FPL06<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | MUN               | HU        |      200000 | PA      | $206955.31    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2064684 | PA      | $-2067093.04  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13           | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79317 | PA      | $40517.12     | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 7.25          | CUSIP: ACI30CNV9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1703519 | PA      | $25978.66     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 10YR ULTRA FUT DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -56 | NC      | $-62639.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $88.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375         | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     8300000 | PA      | $9360487.56   | 0.41%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/36 6.25           | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3200000 | PA      | $3310976.00   | 0.14%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 0.00000       | CUSIP: ACI30CRD5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1905530 | PA      | $45256.34     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 2.50000 03/18/26-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $36950.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                         | ABU DHABI GOVT INT L ABU DHABI GOVT INT L                    | CUSIP: ACI2NW0H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     2300000 | PA      | $2409134.33   | 0.11%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED REGS 02/36 5.8528        | CUSIP: ACI2Q4HT3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $630609.54    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                           | TURK IHRACAT KR BK SR UNSECURED 144A 07/28 6.875             | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     2000000 | PA      | $2043457.90   | 0.09%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $54616.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP (AFC)                                              | AFRICA FINANCE CORP SR UNSECURED 08/31 2.87                  | CUSIP: ACI2RC6C3<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | N/A       |      200000 | PA      | $179824.87    | 0.01%             | 2031-08-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $1581.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-15N                                               | LEHMAN XS TRUST LXS 2007 15N 2A1                             | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1878233 | PA      | $1844682.48   | 0.08%             | 2037-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-7100.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-3                                     | HOME EQUITY ASSET TRUST HEAT 2002 3 M1                       | CUSIP: 22541NHH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48551 | PA      | $47417.62     | 0.00%             | 2033-02-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT THB SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-5.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                    | MDGH GMTN RSC LTD MDGH GMTN RSC LTD                          | CUSIP: ACI2KT1H7<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |      800000 | PA      | $873600.00    | 0.04%             | 2034-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY REPUBLIC OF PARAGUAY                    | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1000000 | PA      | $1063150.00   | 0.05%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/55 6.875          | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2400000 | PA      | $2523000.00   | 0.11%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SHARJAH GOVT                                                           | FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375          | CUSIP: ACI1W8HT9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     2950000 | PA      | $2160870.07   | 0.09%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ZCS BRL 13.05497 11/11/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-495.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                        | RAIZEN FUELS FINANCE SA 03/34 6.45                           | CUSIP: L7909CAC1<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $970637.30    | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | POLAND GOVT EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $45596.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-155630.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51          | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3400000 | PA      | $3689273.73   | 0.16%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR              | CUSIP: ACI1Q6JH4<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     7764270 | PA      | $5819320.37   | 0.25%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                | COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125             | CUSIP: ACI1S6K23<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     3300000 | PA      | $354720.96    | 0.02%             | 2025-10-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 11/25 0.00000                                  | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      305000 | PA      | $303579.32    | 0.01%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 3.00000 03/18/26-30Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-275390.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-2000935.65  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 06/41 6.5                   | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    17100000 | PA      | $14988873.33  | 0.66%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251027                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-209510.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 02/55 7.15              | CUSIP: P3579ECX3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $638820.00    | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PLN BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-946.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                       | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 11/54 9.65         | CUSIP: P01012CH7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      300000 | PA      | $325500.00    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                       | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 06/35 7.65         | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      700000 | PA      | $713129.11    | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-14                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3               | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1002412 | PA      | $981002.98    | 0.04%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                        | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                     | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17374 | PA      | $15602.14     | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3100000 | PA      | $3636863.78   | 0.16%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-5                                  | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 5 1A1              | CUSIP: 68403HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199144 | PA      | $120288.33    | 0.01%             | 2037-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/38 7.696            | CUSIP: V342A3BY9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3300000 | PA      | $3065692.87   | 0.13%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7046.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR               | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1076398 | PA      | $567799.95    | 0.02%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 05/55 7.375               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    11000000 | PA      | $12105610.00  | 0.53%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                 | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      700000 | PA      | $210950.59    | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                           | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875       | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |     1500000 | PA      | $1583960.34   | 0.07%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 02/28 4.875          | CUSIP: 401494AF6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      300000 | PA      | $301252.50    | 0.01%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                               | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75         | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     7600000 | PA      | $7095930.15   | 0.31%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $1919.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                 | AEROPUERTO INTL TOCUMEN SR SECURED REGS 08/61 5.125          | CUSIP: P0092AAG4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |      200000 | PA      | $159611.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                         | BOI FINANCE BV GOVT GUARANT REGS 02/27 7.5                   | CUSIP: ACI23L9D4<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |      800000 | PA      | $966556.64    | 0.04%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.85500 02/10/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $670138.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $413588.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                           | REPUBLICA ORIENT URUGUAY SR UNSECURED 09/60 5.25             | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     5800000 | PA      | $5458612.00   | 0.24%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT  | INDO ASAHAN/MINERAL IND SR UNSECURED REGS 05/30 5.45         | CUSIP: Y7140WAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     8100000 | PA      | $8364278.70   | 0.37%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $494.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 09/31 5.125                        | CUSIP: ACI2RB4B9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1600000 | PA      | $1876395.95   | 0.08%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD SGD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $1228.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                | VALE SA SUBORDINATED 12/49 VAR                               | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   168820000 | PA      | $11387360.61  | 0.50%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | NIGERIA EM SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-80476.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $91375.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $330.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                    | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75             | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1247893 | PA      | $1293955.15   | 0.06%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                     | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746             | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     2500000 | PA      | $2576169.73   | 0.11%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                 | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     1597782 | PA      | $1565109.91   | 0.07%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 01/63 4.5                    | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4800000 | PA      | $3495264.00   | 0.15%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1545.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                        | RAIZEN FUELS FINANCE COMPANY GUAR 144A 07/32 6.25            | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2931750.00   | 0.13%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                           | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                     | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     5500000 | PA      | $6457278.64   | 0.28%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE | TESLER EUR 3 YEAR TERM LOAN                                  | CUSIP: BA000M1W7<br>LEI: 254900OVY0XI1DFYC092 | Long             | LON              | CORP              | RS        |     4500000 | PA      | $5377495.73   | 0.24%             | 2028-05-21      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 03/41 7.625                             | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4400000 | PA      | $5225220.22   | 0.23%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                       | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 07/52 9.5          | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1000000 | PA      | $1065950.32   | 0.05%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2395.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-341.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA BP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-30455.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-67913.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-352834.80   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                            | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/48 9.375             | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $861220.30    | 0.04%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI TAO                                           | TURKIYE VAKIFLAR BANKASI SR UNSECURED 144A 07/30 7.25        | CUSIP: 90015WAR4<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $3068277.72   | 0.13%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5               | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      100000 | PA      | $99870.00     | 0.00%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED REGS 06/31 9.625            | CUSIP: ACI2SJB15<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      600000 | PA      | $648564.76    | 0.03%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $16942.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-5095.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $4855.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 144A 05/28 6.125                        | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     3300000 | PA      | $3446993.32   | 0.15%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NC QAZAQGAZ  JSC                                                       | QAZAQGAZ NC JSC COMPANY GUAR REGS 09/27 4.375                | CUSIP: ACI0XVK65<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     1000000 | PA      | $994240.88    | 0.04%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                       | INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000       | CUSIP: P52715AB8<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |       62777 | PA      | $62462.70     | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      145460 | PA      | $122962.08    | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                | SOCAR TURKEY ENERJI AS EUR TERM LOAN                         | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |     7600000 | PA      | $8945092.00   | 0.39%             | 2026-08-11      | Floating      | 5.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-87.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-12752.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750Q6M6 PIMCO FXVAN CALL USD TRY 56.75000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -16525000 | NC      | $-238604.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $2657.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1373.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300515                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $41595.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                     | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   790100000 | PA      | $16508384.08  | 0.72%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $372.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVT                                                          | HONDURAS GOVERNMENT SR UNSECURED 144A 11/34 8.625            | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1200000 | PA      | $1318500.00   | 0.06%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 01/41 5.3               | CUSIP: P3579ECJ4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1087800.00   | 0.05%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED REGS 05/28 6.125                        | CUSIP: ACI2C5SN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     7700000 | PA      | $8042984.41   | 0.35%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75        | CUSIP: ACI1J8HW7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4200000 | PA      | $3038767.41   | 0.13%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1589475 | PA      | $-1590986.87  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 VAR           | CUSIP: ACI30CTV3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      404023 | PA      | $11110.63     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED REGS 01/37 1.5                | CUSIP: ACI2RH5P4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2600000 | PA      | $1294249.68   | 0.06%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                       | VEDANTA RESOURCES COMPANY GUAR 144A 07/30 9.475              | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1313520.05   | 0.06%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300516                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $41595.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY LIMITED                                          | TRANSJAMAICAN HIGHWAY SR SECURED 144A 10/36 5.75             | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |     1401380 | PA      | $1331486.36   | 0.06%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCHESTER FINANCING NO 3 PLC                                           | ROCHESTER FINANCING ROFIN 3 A REGS                           | CUSIP: ACI1YJ4X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     1566016 | PA      | $2106976.09   | 0.09%             | 2044-12-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)               | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       13778 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED REGS 08/42 6.1027        | CUSIP: ACI2Q4K36<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1263189.79   | 0.06%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                                         | BULGARIA SR UNSECURED REGS 03/37 5                           | CUSIP: ACI2QXXD6<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     5000000 | PA      | $5011233.00   | 0.22%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                   | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6200000 | PA      | $5842647.25   | 0.26%             | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/27 7.5           | CUSIP: M1487WBR5<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |   -13000000 | PA      | $-13215934.68 | -0.58%            | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                                         | BULGARIA SR UNSECURED REGS 09/32 3.625                       | CUSIP: ACI2QXVY2<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     2700000 | PA      | $3265446.98   | 0.14%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/37 6.55           | CUSIP: P5015VAS5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1100000 | PA      | $1163290.08   | 0.05%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                             | STATE OF MINAS GERAIS GOVT GUARANT 144A 02/28 5.333          | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     4320000 | PA      | $4325322.24   | 0.19%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                        | REPUBLIC OF UZBEKISTAN SR UNSECURED REGS 02/29 5.375         | CUSIP: ACI18G8Z4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1400000 | PA      | $1408583.75   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2387.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QS9                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS9 A33             | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      213237 | PA      | $176263.85    | 0.01%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS REV REPO EUR                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1141840 | PA      | $-1348136.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                   | BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000           | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2922725 | PA      | $2397365.57   | 0.10%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RD12 PIMCO CDSOPT PUT USD 0.7 20251119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   164127000 | NC      | $36395.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251031                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-185577.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/33 9.45          | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $1175496.06   | 0.05%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7            | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1400000 | PA      | $449683.04    | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                           | REPUBLIC OF ARMENIA SR UNSECURED REGS 02/31 3.6              | CUSIP: ACI1VFNP5<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     1000000 | PA      | $903342.27    | 0.04%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           3 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2020-RPL1                                  | LEGACY MORTGAGE ASSET TRUST LMAT 2020 RPL1 A1 144A           | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      675350 | PA      | $649212.22    | 0.03%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $467.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA SR UNSECURED REGS 03/36 9.5                | CUSIP: ACI2V7YG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      800000 | PA      | $822591.54    | 0.04%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-6                                 | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1                  | CUSIP: 12639PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      479664 | PA      | $278527.64    | 0.01%             | 2037-10-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                               | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/33 3.5          | CUSIP: ACI1S0N15<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1885000 | PA      | $1702734.71   | 0.07%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $7579.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/48 5.6             | CUSIP: P75744AF2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $190158.00    | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED REGS 01/36 6.44                     | CUSIP: P3143NBT0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     4500000 | PA      | $4874397.17   | 0.21%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-13590.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625         | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      800000 | PA      | $790451.02    | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/30 8.625         | CUSIP: ACI2TK385<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4200000 | PA      | $4466022.71   | 0.20%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 01/33 2.739           | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      800000 | PA      | $708832.00    | 0.03%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BPS                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $35424.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK RT (AKA: EXPORT-IMPORT BANK OF HUNGARY)      | MAGYAR EXPORT IMPORT BAN GOVT GUARANT 144A 12/27 6.125       | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | MUN               | HU        |      600000 | PA      | $620865.93    | 0.03%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000           | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     5271140 | PA      | $4070440.20   | 0.18%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ESKOM GG LOAN SNR EM SP DUB                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $843102.32    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 6.5           | CUSIP: ACI30CTX9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1010058 | PA      | $21463.73     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                   | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/54 5.125           | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     6000000 | PA      | $5701905.72   | 0.25%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2722.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2893.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-1953.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                        | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2      | CUSIP: ACI10P0K3<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     1900000 | PA      | $1875868.10   | 0.08%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ROMANIA EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-33696.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | EURO-BUND FUTURE  DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -75 | NC      | $-23204.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VENEZUELAN GOVT                                                        | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7              | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    22240000 | PA      | $4928384.00   | 0.22%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20260317                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $209352.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN WATER & POWER DEVELOPMENT AUTHORITY                           | PAKISTAN WATER + POWER SR UNSECURED REGS 06/31 7.5           | CUSIP: ACI1Y2HN3<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |      900000 | PA      | $852016.60    | 0.04%             | 2031-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $806.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                   | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11                   | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     3533069 | PA      | $653617.77    | 0.03%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                          | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95            | CUSIP: ACI1YYV64<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     5900000 | PA      | $5693564.56   | 0.25%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED REGS 01/55 6.78                     | CUSIP: P3143NBW3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $645180.00    | 0.03%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PHILIPPINES AS SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $93560.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2336.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/55 6.65            | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2100000 | PA      | $2238495.00   | 0.10%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 03/49 8.7002        | CUSIP: M1487WCX1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     5100000 | PA      | $4548317.85   | 0.20%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $728.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 03/36 6.7         | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2100000 | PA      | $2251181.21   | 0.10%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -795020 | PA      | $-795753.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC3                                  | MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1                  | CUSIP: 61744CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1688425 | PA      | $1798016.70   | 0.08%             | 2034-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA BP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $155673.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $84535.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | REPUBLIC OF CHILE SR UNSECURED 01/37 5.65                    | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     6200000 | PA      | $6529530.00   | 0.29%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD HUF BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $837.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-73236.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                               | SAUDI ARABIAN OIL CO SR UNSECURED REGS 07/64 5.875           | CUSIP: ACI2Q1F20<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1000000 | PA      | $986813.75    | 0.04%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BENIN EM SP CBK                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-14906.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOUTH AFRICA EM SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2260.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 09/27 8.875                  | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3700000 | PA      | $4015240.00   | 0.18%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD UGX BOUGHT USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-45235.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/33 9.45          | CUSIP: ACI2TK2X1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1900000 | PA      | $2030402.28   | 0.09%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      736000 | PA      | $734348.50    | 0.03%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-6                                  | DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3               | CUSIP: 251510KH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79845 | PA      | $67728.01     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-OPT2                                    | MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A2              | CUSIP: 57643LEV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120468 | PA      | $105196.11    | 0.00%             | 2034-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                           | SK HYNIX INC SR UNSECURED 144A 01/33 6.5                     | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     5000000 | PA      | $5518943.35   | 0.24%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3               | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      700000 | PA      | $634550.00    | 0.03%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2006-1                                 | AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1                | CUSIP: 00252GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      628350 | PA      | $596777.73    | 0.03%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SOCIEDAD NACIONAL DE CREDITO       | BANCO NACIONAL COM EXT SR UNSECURED 144A 05/30 5.875         | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     4100000 | PA      | $4256661.00   | 0.19%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-2.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 08/43 4.375                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $482705.08    | 0.02%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA REPUBLIC OF SERBIA                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1900000 | PA      | $1983395.41   | 0.09%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AZN SOLD USD 20261029                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $22064.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2012-RR3                                                | BCAP LLC TRUST BCAP 2012 RR3 2A8 144A                        | CUSIP: 05539BAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1726269 | PA      | $1547000.27   | 0.07%             | 2037-05-26      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                 | CUSIP: BMFXTZII6<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1000000 | PA      | $631052.23    | 0.03%             | 2035-07-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-10.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES UNITED MEXICAN STATES                  | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2200000 | PA      | $2154922.00   | 0.09%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1227416 | PA      | $-1228507.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                            | REPUBLIC OF ANGOLA SR UNSECURED REGS 04/32 8.75              | CUSIP: ACI24WFG5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4900000 | PA      | $4693000.24   | 0.21%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                 | ENGIE ENERGIA CHILE SA ENGIE ENERGIA CHILE SA                | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1200000 | PA      | $1281946.80   | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA SR UNSECURED 01/36 8.375                        | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2000000 | PA      | $2066816.30   | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $859.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                | OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 06/31 3.75        | CUSIP: ACI1YK894<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     2000000 | PA      | $1880282.00   | 0.08%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125          | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      750000 | PA      | $726839.93    | 0.03%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7             | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     1258348 | PA      | $195043.94    | 0.01%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4193355 | PA      | $-4199156.24  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                               | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1            | CUSIP: 251513BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45341 | PA      | $39631.43     | 0.00%             | 2036-10-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                      | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   294300000 | PA      | $6965419.12   | 0.30%             | 2028-05-17      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                   | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                      | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6500000 | PA      | $6442724.60   | 0.28%             | 2055-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.83000 10/12/23-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-2624.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                         | EPH FIN INTERNATIONAL AS EPH FIN INTERNATIONAL AS            | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     2100000 | PA      | $2683324.44   | 0.12%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                 | TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL                 | CUSIP: BA0008CR7<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | LON              | CORP              | TR        |     1800000 | PA      | $2122610.44   | 0.09%             | 2028-12-15      | Floating      | 5.01%                 | No            |                  3 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                   | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A      | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22100000 | PA      | $22100000.00  | 0.97%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1110.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 10/35 3.875                        | CUSIP: BZ163ZII9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1800000 | PA      | $1796783.57   | 0.08%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/30 8.8                    | CUSIP: ACI2DBP47<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     4000000 | PA      | $251203.20    | 0.01%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BENIN EM SP CBK                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-79.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260311                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-4515.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-58407.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LIMITED                                             | FWD GROUP HOLDINGS LTD SUBORDINATED 144A 09/35 5.836         | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |      500000 | PA      | $508474.41    | 0.02%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $93484.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/27 8.35                   | CUSIP: ACI2DBNN7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3100000 | PA      | $225878.40    | 0.01%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                   | PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/42 6             | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     2430000 | PA      | $2496088.18   | 0.11%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENA NORTE TRUST                                                        | ENA NORTE TRUST PASS THRU CE 144A 04/28 4.95                 | CUSIP: 29248DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      513561 | PA      | $498313.70    | 0.02%             | 2028-04-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-10032.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 06/49 6.4               | CUSIP: P3579ECE5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      200000 | PA      | $197370.00    | 0.01%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACEDONIA GOVT                                                         | NORTH MACEDONIA SR UNSECURED 144A 03/27 6.96                 | CUSIP: ACI2CYC67<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     6400000 | PA      | $7835895.89   | 0.34%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 04/34 8.125                  | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2860000 | PA      | $3230084.00   | 0.14%             | 2034-04-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA SR UNSECURED 09/43 7.375                        | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1700000 | PA      | $1574799.93   | 0.07%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                              | CORPTB9D9                                                    | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2497865.05   | 0.11%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC ANTOFAGASTA PLC                              | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2788939.40   | 0.12%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                         | NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875                 | CUSIP: ACI1FZB15<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $233668.57    | 0.01%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | COLOMBIA LA SP BPS                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-30630.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 03/30 5.25                     | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      847000 | PA      | $992819.89    | 0.04%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-382.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 10/25 5.25          | CUSIP: ACI1RWJ94<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1050000 | PA      | $1048366.33   | 0.05%             | 2025-10-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                            | STATE OF ISRAEL SR UNSECURED 01/43 4.5                       | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2800000 | PA      | $2446296.78   | 0.11%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $65638.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 2.75000 03/18/26-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-22039.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 5.51070 11/13/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-157835.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-777.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 08/36 2.25                | CUSIP: ACI1Z2SX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5100000 | PA      | $4880600.22   | 0.21%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 12/27 3.875                                  | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -15900000 | PA      | $-15989437.50 | -0.70%            | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 10YR NOTE (CBT)DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        4384 | NC      | $2946263.91   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                             | FORTUNE STAR BVI LTD COMPANY GUAR REGS 05/26 5               | CUSIP: ACI1XRC53<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $1496406.78   | 0.07%             | 2026-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO260626                                   | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  4514106000 | PA      | $2658106.86   | 0.12%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 0.00000       | CUSIP: ACI30CRF0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1010058 | PA      | $23988.88     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $63466.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BM        |    -3530000 | NC      | $-12051.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1416.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                              | BANCO DEL ESTADO  CHILE BANCO DEL ESTADO  CHILE              | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     2900000 | PA      | $3101900.67   | 0.14%             | 2029-05-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR              | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     7500000 | PA      | $6682500.00   | 0.29%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED REGS 07/31 3.061                      | CUSIP: N7163RAR4<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $181661.95    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                               | HIPOTECARIA SU CASITA SA COMMON STOCK                        | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       93349 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $506.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES       | 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5           | CUSIP: Y7280PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     3300000 | PA      | $3188185.41   | 0.14%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.39250 10/25/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $5827.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-74925.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED 144A 06/31 9.625            | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1800000 | PA      | $1945694.29   | 0.09%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1000.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | EURO-BOBL FUTURE  DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -134 | NC      | $11816.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVT                                                         | INDONESIA GOVT SUKUK SR UNSECURED REGS 11/54 5.65            | CUSIP: Y68613AF8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      900000 | PA      | $899780.77    | 0.04%             | 2054-11-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BOA                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4815.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | REPUBLIC OF POLAND BONDS 02/30 4.875                         | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      900000 | PA      | $926890.92    | 0.04%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $49632.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LIMITED                                                      | AIA GROUP LTD SUBORDINATED 144A 09/40 3.2                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      400000 | PA      | $314794.14    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-38.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                      | INRETAIL CONSUMER SR SECURED 144A 03/28 3.25                 | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     4100000 | PA      | $3990299.17   | 0.17%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-92.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS HUF 5.93500 05/08/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-386528.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY5                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1             | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70309 | PA      | $57911.32     | 0.00%             | 2037-05-25      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING PLC 2022-1X                                       | TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS                    | CUSIP: ACI22Y5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      513257 | PA      | $690792.50    | 0.03%             | 2063-12-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOBIERNO DE LA PROVINCIA DE LA RIOJA                                   | PROVINCIA DE LA RIOJA SR UNSECURED REGS 02/28 VAR            | CUSIP: P6S52BAA0<br>LEI: 549300UYM8ADK1GCIC92 | Long             | DBT              | NUSS              | AR        |     3452455 | PA      | $2157784.38   | 0.09%             | 2028-02-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/49 6.25        | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4800000 | PA      | $4947556.80   | 0.22%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5358660 | PA      | $-5365626.51  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 05/53 6.338               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      299000 | PA      | $291450.25    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TUNISIA GOVT                                                           | TUNISIAN REPUBLIC SR UNSECURED 08/27 3.28                    | CUSIP: B23SV4II0<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |   200000000 | PA      | $1292066.70   | 0.06%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                      | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672          | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1300000 | PA      | $1342247.01   | 0.06%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-263.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $7900.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                  | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     3500000 | PA      | $3601227.00   | 0.16%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KERNEL HOLDING SA                                                      | KERNEL HOLDING SA COMPANY GUAR REGS 10/27 6.75               | CUSIP: ACI1SBB30<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1368780.00   | 0.06%             | 2027-10-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-69146.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOUTH AFRICA EM SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $22603.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/33 VAR            | CUSIP: ACI2SS6G8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2887917 | PA      | $2482295.72   | 0.11%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | REPUBLIC OF TURKEY EUR TERM LOAN A                           | CUSIP: BA0004GP6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |     5700000 | PA      | $7245601.95   | 0.32%             | 2031-04-27      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | OMAN GOVT EM BP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-13705.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/47 5.25        | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     6500000 | PA      | $5963317.10   | 0.26%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 03/36 5.5                      | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3200000 | PA      | $3264800.00   | 0.14%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                               | ORLEN SA SR UNSECURED REGS 01/35 6                           | CUSIP: ACI2TG8V8<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |      600000 | PA      | $627926.54    | 0.03%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4           | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4900000 | PA      | $3628527.42   | 0.16%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95                  | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    13420000 | PA      | $11046471.70  | 0.48%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                 | AEROPUERTO INTL TOCUMEN SR SECURED 144A 08/61 5.125          | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     2900000 | PA      | $2314359.50   | 0.10%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PEN SOLD USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $32867.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PRC7 PIMCO FXVAN CALL USD TRY 57.75000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -4839000 | NC      | $-28012.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7275.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                               | SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/39 4.25            | CUSIP: M8237RAA2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3100000 | PA      | $2825600.40   | 0.12%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 01/36 6.875                  | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2700000 | PA      | $2875567.50   | 0.13%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | DRILLCO HLDG LUX S A COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      139270 | NS      | $3017516.71   | 0.13%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                             | FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05            | CUSIP: ACI1V9JW9<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      800000 | PA      | $790892.40    | 0.03%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-39502.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                            | KINGDOM OF JORDAN SR UNSECURED REGS 01/26 6.125              | CUSIP: M5269UAG9<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2000000 | PA      | $2008010.50   | 0.09%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED REGS 07/42 4.25                     | CUSIP: P3143NAQ7<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1600000 | PA      | $1325489.10   | 0.06%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                           | TURK IHRACAT KR BK TURK IHRACAT KR BK                        | CUSIP: ACI2MPZ11<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |      800000 | PA      | $827909.82    | 0.04%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7689.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                       | VEDANTA RESOURCES COMPANY GUAR 144A 04/33 9.85               | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1425235.42   | 0.06%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD. 12/25 0                            | CUSIP: ACI30CNL1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      303040 | PA      | $9091.20      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2004-R10                                   | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R10 M1              | CUSIP: 03072SVR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77045 | PA      | $76269.20     | 0.00%             | 2034-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 02/30 4                                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8300000 | PA      | $8397589.82   | 0.37%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260630                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $188.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR              | CUSIP: ACI1Q6LS7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1715450 | PA      | $1137557.78   | 0.05%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED REGS 01/30 3.68                       | CUSIP: N7163RAA1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $480475.05    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED REGS 05/28 6.25              | CUSIP: ACI2CH2M0<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      300000 | PA      | $313184.77    | 0.01%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB2                                       | COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1                    | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34570 | PA      | $31621.34     | 0.00%             | 2047-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                              | OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6             | CUSIP: ACI1DKJ46<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     5900000 | PA      | $6221636.85   | 0.27%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 3.30000 10/03/23-10Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $202988.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -646183 | PA      | $-646542.31   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR               | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1192148 | PA      | $581172.15    | 0.03%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TANZANIA GOVT                                                          | TANZANIA EUR TERM LOAN                                       | CUSIP: 938RLZII0<br>LEI: 254900CT4YQ6JKSEXB51 | Long             | LON              | NUSS              | TZ        |     2836364 | PA      | $3355009.89   | 0.15%             | 2028-04-26      | Floating      | 7.54%                 | No            |                  3 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                           | TURK IHRACAT KR BK TURK IHRACAT KR BK                        | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     2600000 | PA      | $2690706.90   | 0.12%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                         | EPH FINANCING INTERNATIONAL 08/29 5                          | CUSIP: ACI2P88J7<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     4500000 | PA      | $5696970.46   | 0.25%             | 2029-08-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $117.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $224.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375       | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $2417889.00   | 0.11%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     8564862 | PA      | $5802693.73   | 0.25%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-2                                                 | MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1                | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130648 | PA      | $11794.97     | 0.00%             | 2036-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                   | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5817506.46   | 0.25%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $23060.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3271764 | PA      | $-3274875.53  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | KSA SUKUK LTD SR UNSECURED REGS 04/27 3.628                  | CUSIP: G5321UAC1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | KY        |     8100000 | PA      | $8040433.49   | 0.35%             | 2027-04-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                            | QATAR ENERGY SR UNSECURED REGS 07/41 3.125                   | CUSIP: ACI1YZ0M0<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     5050000 | PA      | $3898196.00   | 0.17%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IPOTEKA BANK                                                           | IPOTEKA BANK ATIB SR UNSECURED REGS 11/25 5.5                | CUSIP: ACI1SV0S3<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $199976.37    | 0.01%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                     | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR         | CUSIP: ACI208T69<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     4959360 | PA      | $3354539.91   | 0.15%             | 2037-09-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $82656.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/47 4.625       | CUSIP: M6320UAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1400000 | PA      | $1222676.73   | 0.05%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                       | BANCO GENERAL SA JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     3200000 | PA      | $3017600.00   | 0.13%             | 2031-05-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-59670.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1            | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25318 | PA      | $23367.88     | 0.00%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                               | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2            | CUSIP: 251513BD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45341 | PA      | $39630.87     | 0.00%             | 2036-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $45.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                          | MONGOLIA INTL BOND SR UNSECURED 144A 06/29 7.875             | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      500000 | PA      | $530775.49    | 0.02%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5                            | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5              | CUSIP: 18974BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406674 | PA      | $315123.03    | 0.01%             | 2036-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                          | GACI FIRST INVESTMENT COMPANY GUAR REGS 02/35 4.875          | CUSIP: ACI2CXFB5<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    11400000 | PA      | $11380017.85  | 0.50%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7681028 | PA      | $-7688452.89  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED 01/33 3.875               | CUSIP: ACI2T3JQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2700000 | PA      | $3223635.52   | 0.14%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-RP1                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A         | CUSIP: 92922FYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50659 | PA      | $47406.01     | 0.00%             | 2034-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4022344 | PA      | $1674300.69   | 0.07%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ICD FUNDING LIMITED                                                    | ICD FUNDING LTD COMPANY GUAR REGS 04/26 3.223                | CUSIP: ACI1SC7G4<br>LEI: 635400ND71SBRGJJVF09 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $595734.75    | 0.03%             | 2026-04-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LIMITED                            | MONTEGO BAY AIRPORT REVE SR SECURED 144A 06/35 6.6           | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     2900000 | PA      | $2967062.50   | 0.13%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300514                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $41595.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -486396 | PA      | $-486274.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $10503.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED REGS 08/50 4.027                      | CUSIP: N7163RAD5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $421224.44    | 0.02%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $52613.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 01/44 6.125                        | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5300000 | PA      | $4977259.73   | 0.22%             | 2044-01-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.25000 03/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-866099.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $471.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                                          | ICL GROUP LIMITED SR UNSECURED 144A REGS 05/38 6             | CUSIP: M5R07DAG5<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |     2919000 | PA      | $3043940.50   | 0.13%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85                | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10652000 | PA      | $11010439.80  | 0.48%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A           | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4945319 | PA      | $4981745.10   | 0.22%             | 2067-09-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                          | FRESNILLO PLC SR UNSECURED 144A 10/50 4.25                   | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $2381904.60   | 0.10%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RWANDA GOVT                                                            | REPUBLIC OF RWANDA SR UNSECURED REGS 08/31 5.5               | CUSIP: ACI1ZMSB2<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     1200000 | PA      | $1080663.38   | 0.05%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-54.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -407818 | PA      | $-408341.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRUST 2006-2                                | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 2 M2                | CUSIP: 83611MNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46579 | PA      | $46586.11     | 0.00%             | 2036-03-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251209                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $27899.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MXN 9.23500 11/20/24-1Y* (WHT) CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $66563.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GAS CO OF TRINIDAD & TOBAGO LTD                               | NATIONAL GAS CO SR UNSECURED REGS 01/36 6.05                 | CUSIP: P70809AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     2000000 | PA      | $1847560.00   | 0.08%             | 2036-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                                   | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1            | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135424 | PA      | $130180.30    | 0.01%             | 2036-10-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                        | RAIZEN FUELS FINANCE RAIZEN FUELS FINANCE                    | CUSIP: L7909CAE7<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $737480.00    | 0.03%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $377303.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1640440 | PA      | $-1642000.19  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 10/40 6.875                    | CUSIP: ACI1G4C53<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1700000 | PA      | $1864277.40   | 0.08%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 04/33 8                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      800000 | PA      | $872400.00    | 0.04%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BPS                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $60194.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1044402.22  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/28 4.875          | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     5900000 | PA      | $5924632.50   | 0.26%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $2.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED 144A 01/30 3.68                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $384380.04    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 01/28 3.75                | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    16200000 | PA      | $16048125.00  | 0.70%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1100000 | PA      | $1168953.39   | 0.05%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR18                                            | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1            | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53730 | PA      | $46692.89     | 0.00%             | 2037-01-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750Q091 PIMCO FXVAN CALL USD TRY 56.50000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7799000 | NC      | $-84595.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125                | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2000000 | PA      | $1795500.00   | 0.08%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-46.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1688285.56  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                     | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A           | CUSIP: 3623413V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104758 | PA      | $84790.03     | 0.00%             | 2036-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3383053.44  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR7                                 | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR7 1A1             | CUSIP: 45670CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100617 | PA      | $34213.16     | 0.00%             | 2037-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                 | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1273291 | PA      | $669751.11    | 0.03%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-2313.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR41                                | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3             | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      351613 | PA      | $336946.95    | 0.01%             | 2037-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/47 8.5           | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1326545.12   | 0.06%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-25920.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                          | GACI FIRST INVESTMENT COMPANY GUAR REGS 01/34 5.25           | CUSIP: ACI2MLG86<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     7000000 | PA      | $7227255.70   | 0.32%             | 2034-01-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-188.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $27774.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4187.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | PROJECT MERCURY EUR TERM LOAN                                | CUSIP: 948FJBII0<br>LEI: 254900W94OCY91V32O78 | Long             | LON              | NUSS              | RS        |     4545455 | PA      | $5487518.66   | 0.24%             | 2030-08-11      | Floating      | 6.69%                 | No            |                  3 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-12Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-10299.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                   | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625          | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    15200000 | PA      | $11252256.00  | 0.49%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-317186.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG44 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-119578.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | REPUBLIC OF CHILE SR UNSECURED 04/53 3.5                     | CUSIP: ACI1WVNX2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     4500000 | PA      | $3230100.00   | 0.14%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                    | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 05/33 6.15        | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     4200000 | PA      | $4464734.40   | 0.20%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625               | CUSIP: ACI2FG3T3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   165700000 | PA      | $3237758.08   | 0.14%             | 2034-02-10      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                     | CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75             | CUSIP: G2583XAB7<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     1200000 | PA      | $1166565.25   | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $142027.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                       | DP WORLD LTD UAE SR UNSECURED 144A 07/37 6.85                | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      250000 | PA      | $287060.39    | 0.01%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                            | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                     | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    12028432 | PA      | $117144900.98 | 5.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC ANTOFAGASTA PLC                              | CUSIP: G0399BAB3<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $643601.40    | 0.03%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                             | FORTUNE STAR BVI LTD COMPANY GUAR REGS 10/26 3.95            | CUSIP: ACI1YV0X5<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1800000 | PA      | $2107948.90   | 0.09%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-7393.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY HUNGARY                                              | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4500000 | PA      | $4544362.31   | 0.20%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | GHANA GOVERNMENT BOND UNSECURED 02/29 8.65                   | CUSIP: ACI2DBNY3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1000000 | PA      | $65199.20     | 0.00%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA SR UNSECURED REGS 05/32 8                  | CUSIP: BKDSPGII9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      300000 | PA      | $299685.11    | 0.01%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875            | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3800000 | PA      | $3784223.24   | 0.17%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 11/48 3.375                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -8238000 | PA      | $-6620005.31  | -0.29%            | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                 | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1225000 | PA      | $1168866.95   | 0.05%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                       | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65         | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4100000 | PA      | $4448500.00   | 0.19%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290507                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $83500.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.73500 08/07/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $32345.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1875.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | FORESEA HLDG S A COMMON STOCK                                | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        6108 | NS      | $132340.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251118                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-493.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-2                                           | ARROYO MORTGAGE TRUST ARRW 2022 2 A1 144A                    | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1479202 | PA      | $1475015.27   | 0.06%             | 2057-07-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED REGS 11/47 7.625            | CUSIP: ACI0Z1GQ0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1200000 | PA      | $1035568.93   | 0.05%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM5                                                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM5 A1 144A          | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3248342 | PA      | $2716326.90   | 0.12%             | 2066-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251205                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-691.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | INDONESIA AS SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $278357.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IIFL FINANCE LIMITED                                                   | IIFL FINANCE LTD SR SECURED 144A 07/28 8.75                  | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     2400000 | PA      | $2446200.00   | 0.11%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                               | CIMA FINANCE LTD SECURED REGS 09/29 2.95                     | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |     1962904 | PA      | $1837709.92   | 0.08%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | COTE DIVOIRE EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-706.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 04/28 6                           | CUSIP: ACI05MPY0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 19947100000 | PA      | $4659950.60   | 0.20%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-110.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                           | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947         | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     3630033 | PA      | $4046225.79   | 0.18%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 02/33 13.625            | CUSIP: P3579ECQ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    10500000 | PA      | $203616.67    | 0.01%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | EURO-BTP FUTURE   DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          28 | NC      | $36436.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTTEP TREASURY CENTER COMPANY LIMITED                                  | PTTEP TREASURY CENTER CO COMPANY GUAR REGS 06/27 2.587       | CUSIP: Y7150MAG2<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |      400000 | PA      | $389249.50    | 0.02%             | 2027-06-10      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $823.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED 06/55 6.2                      | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3200000 | PA      | $3331360.00   | 0.15%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85              | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $311565.00    | 0.01%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75               | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1700000 | PA      | $1819009.33   | 0.08%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-3346.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY                                                            | QATAR ENERGY SR UNSECURED 144A 07/51 3.3                     | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     5400000 | PA      | $3810566.70   | 0.17%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 02/37 6.55           | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     2700000 | PA      | $2855348.39   | 0.12%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260518                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $713.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300509                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $41673.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NOK SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-0.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/28 6.25          | CUSIP: ACI30CR29<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      606034 | PA      | $13787.27     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4736.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                                  | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 1A1              | CUSIP: 68402BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494209 | PA      | $336351.02    | 0.01%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OMAN GOVT EM SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $222231.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-32951.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                          | TRINIDAD GEN UNLTD SR UNSECURED 144A 06/33 7.75              | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     1600000 | PA      | $1682344.00   | 0.07%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRUMA SA DE CV                                                         | GRUMA SAB DE CV SR UNSECURED 144A 12/54 5.761                | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     3100000 | PA      | $3088880.80   | 0.14%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED 03/33 1.1                 | CUSIP: ACI1TXS33<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3800000 | PA      | $3729991.83   | 0.16%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2.77         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251212                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-6694.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-7                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5                | CUSIP: 1266732L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1568021 | PA      | $1556519.93   | 0.07%             | 2035-11-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.87000 10/17/23-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-7589.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG42 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-203485.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 01/27 5.95              | CUSIP: 25714PDT2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     6900000 | PA      | $7032825.00   | 0.31%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 08/31 6.05           | CUSIP: P5015VAT3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      900000 | PA      | $936358.10    | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SERBIA EM SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9327.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 11/36 7.1         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1700000 | PA      | $1775445.18   | 0.08%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 04/28 4              | CUSIP: ACI2SS7B8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     1495298 | PA      | $1434364.31   | 0.06%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                          | FRESNILLO PLC SR UNSECURED REGS 10/50 4.25                   | CUSIP: G371E72B2<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1587936.40   | 0.07%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                    | ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25          | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      903500 | PA      | $821273.64    | 0.04%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.25500 10/23/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $37822.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 11/40 12.75                       | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 31504300000 | PA      | $8419339.87   | 0.37%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 01/33 10.375               | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $244380.00    | 0.01%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.17500 10/10/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $101476.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OMAN GOVT EM BP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-33502.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/30 8.625         | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2200000 | PA      | $2339345.23   | 0.10%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251208                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $27702.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR9                                  | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR9 3A3             | CUSIP: 45661EGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72848 | PA      | $63169.52     | 0.00%             | 2036-06-25      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/31 6.05           | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     3400000 | PA      | $3537352.83   | 0.15%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 05/47 4.5                    | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $154750.00    | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-8137.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                              | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR            | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     2200000 | PA      | $2276288.08   | 0.10%             | 2035-06-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                       | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR              | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4100000 | PA      | $4484375.00   | 0.20%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                             | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7         | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    25000000 | PA      | $7632378.57   | 0.33%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $8175.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                  | SAN MIGUEL GLOBAL POWER SR UNSECURED REGS 12/99 VAR          | CUSIP: ACI2SFGQ3<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     4500000 | PA      | $4577430.56   | 0.20%             | 2029-12-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 2.81800 06/26/24-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $266876.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 12/29 1.375                        | CUSIP: ACI1T3QX5<br>LEI: 315700IASY927EDWBK92 | Short            | DBT              | NUSS              | RO        |   -10700000 | PA      | $-11201463.57 | -0.49%            | 2029-12-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.50000 12/20/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-64862.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $15776.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875                 | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    15500000 | PA      | $11525660.04  | 0.50%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/47 8.5           | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2000000 | PA      | $1768726.82   | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/48 7.903         | CUSIP: ACI10VJZ7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3650000 | PA      | $3041500.07   | 0.13%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $22790.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 6                 | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2500000 | PA      | $2561250.00   | 0.11%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5159688 | PA      | $-5167117.45  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-140.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                               | AFRICAN DEVELOPMENT BANK AFRICAN DEVELOPMENT BANK            | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     5900000 | PA      | $5914750.00   | 0.26%             | 2035-05-07      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED REGS 07/35 VAR                | CUSIP: ACI2RH6C2<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     3000000 | PA      | $2535997.86   | 0.11%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | NOTA DO TESOURO NACIONAL NOTES 08/50 6                       | CUSIP: B4VFQNII7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    60946242 | PA      | $10015126.26  | 0.44%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-210.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA UNSECURED 144A 04/42 2.875                           | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3300000 | PA      | $2490636.95   | 0.11%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2005-21                                  | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 3A1              | CUSIP: 863579B49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15622 | PA      | $14382.00     | 0.00%             | 2035-11-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED 144A 02/30 7.143            | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      800000 | PA      | $791949.47    | 0.03%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-8974.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-155630.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-10XS                                    | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A1              | CUSIP: 61751MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48578 | PA      | $26898.11     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                           | REPUBLIC OF SENEGAL SR UNSECURED 144A 03/48 6.75             | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1300000 | PA      | $814842.30    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                       | DP WORLD LTD UAE SR UNSECURED REGS 07/37 6.85                | CUSIP: M2851HAA2<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1600000 | PA      | $1837186.48   | 0.08%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 11/25 0.00000                         | CUSIP: ACI2XYZR3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 12045542000 | PA      | $7934324.63   | 0.35%             | 2025-11-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                         | ESKOM HOLDINGS GOVT GUARANT REGS 08/28 6.35                  | CUSIP: ACI14B7L1<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     7200000 | PA      | $7418688.55   | 0.32%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75                 | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     4900000 | PA      | $5385835.00   | 0.24%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750R1Y3 PIMCO CDSOPT PUT USD 0.7 20251015                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   282700000 | NC      | $5908.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED 144A 01/44 6.75           | CUSIP: 455780BR6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2100000 | PA      | $2431236.57   | 0.11%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                    | EMPRESA NACIONAL DEL PET SR UNSECURED REGS 05/33 6.15        | CUSIP: P37110AS5<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $637819.20    | 0.03%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BENIN GOVT                                                             | BENIN INTL GOV BOND SR UNSECURED REGS 01/52 6.875            | CUSIP: BMT76RII1<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $214015.35    | 0.01%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $42957.91     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED 144A 06/29 1.5               | CUSIP: ACI1CRTD1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      600000 | PA      | $654908.94    | 0.03%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | REPUBLIC OF TURKIYE SR UNSECURED 01/41 6                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      780000 | PA      | $682695.59    | 0.03%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $52377.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20260930                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-14980.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-27761.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | REPUBLIC OF NIGERIA SR UNSECURED 144A 02/32 7.875            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1000000 | PA      | $995848.22    | 0.04%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT IDR SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-18.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.48900 10/30/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $10039.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 04/32 3.25                 | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    13800000 | PA      | $11702400.00  | 0.51%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                                   | PROVINCIA DE CORDOBA SR UNSECURED 144A 12/25 VAR             | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       42413 | PA      | $42943.01     | 0.00%             | 2025-12-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251128                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $572.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $32616.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 144A 09/55 6.75                         | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1600000 | PA      | $1701275.58   | 0.07%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2976142 | PA      | $-2978973.12  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 04/51 5                   | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1300000 | PA      | $1069900.00   | 0.05%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 144A 09/31 2.125                        | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     4000000 | PA      | $3441317.44   | 0.15%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2400000 | PA      | $2581200.00   | 0.11%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $498.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                         | CUSIP: ACI2XBVJ5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    99900000 | PA      | $64611.08     | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260504                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED 144A 04/34 3.5                          | CUSIP: ACI19YWX2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $401304.61    | 0.02%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375                | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6500000 | PA      | $6894875.00   | 0.30%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290503                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $83572.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-32102.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD CAD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $86.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-64692.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                        | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65        | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     1400000 | PA      | $1465660.00   | 0.06%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                 | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE        | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6292831.13   | 0.28%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 6.6               | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      800000 | PA      | $839600.00    | 0.04%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                              | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR            | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     3200000 | PA      | $3247388.70   | 0.14%             | 2030-09-10      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                               | SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/70 3.5             | CUSIP: ACI1SY495<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3200000 | PA      | $2079187.17   | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | KSA IJARAH SUKUK LTD SR UNSECURED 144A 09/35 4.875           | CUSIP: 50116FAB8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | KY        |     5800000 | PA      | $5835559.86   | 0.26%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                    | MDGH GMTN RSC LTD MDGH GMTN RSC LTD                          | CUSIP: 55285GAE4<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |     2600000 | PA      | $2839200.00   | 0.12%             | 2034-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B6                                      | BENCHMARK MORTGAGE TRUST BMARK 2018 B6 A4                    | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4100000 | PA      | $4073551.31   | 0.18%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-1166.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/26 4.75          | CUSIP: ACI120PP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    15000000 | PA      | $17670460.42  | 0.77%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PEMEX SNR LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-158327.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251201                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6385.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT ILS SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2228.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                   | ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD                    | CUSIP: ACI2R1L89<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     8700000 | PA      | $8267763.29   | 0.36%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                        | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2      | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      800000 | PA      | $789839.20    | 0.03%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125       | CUSIP: ACI2T0199<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     8100000 | PA      | $8278212.07   | 0.36%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 08/29 11                          | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 24121200000 | PA      | $6214171.81   | 0.27%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                           | SENEGAL GOVERNMENT INTERNATION SR UNSECURED REGS 06/37 5.375 | CUSIP: ACI1YDPR1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     6800000 | PA      | $5243831.54   | 0.23%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-9                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 9 1A1               | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55155 | PA      | $50426.32     | 0.00%             | 2037-10-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4200000 | PA      | $2657340.00   | 0.12%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MTGE LOAN TRUST 2006-AR1                                  | INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR1 A3              | CUSIP: 45662BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96139 | PA      | $74957.73     | 0.00%             | 2036-08-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                            | FINANCE MINISTRY ANGOLA TERM LOAN                            | CUSIP: BA000FS86<br>LEI: 549300QHR2R3J8JSGK83 | Long             | LON              | NUSS              | US        |     2400000 | PA      | $2404905.31   | 0.11%             | 2025-12-11      | Floating      | 13.25%                | No            |                  3 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-15Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $16519.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                             | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1      | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    12400000 | PA      | $3848158.87   | 0.17%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1            | CUSIP: 83613FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      615685 | PA      | $479575.45    | 0.02%             | 2037-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 04/36 8.075                    | CUSIP: ACI2VZXJ2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1400000 | PA      | $1453395.85   | 0.06%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA SR UNSECURED REGS 02/28 7.25               | CUSIP: V50249AB3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2300000 | PA      | $2366139.88   | 0.10%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3341362 | PA      | $-3344539.61  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 06/18/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2374424.23   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/50 5.4             | CUSIP: P75744AG0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      200000 | PA      | $184544.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -6446719 | PA      | $-6455851.60  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 03/33 5.375               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3500000 | PA      | $3501750.00   | 0.15%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/27 4.375          | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $497500.00    | 0.02%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                              | BANCO DEL ESTADO  CHILE BANCO DEL ESTADO  CHILE              | CUSIP: P1027DHQ7<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $641772.55    | 0.03%             | 2029-05-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-98.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                            | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25              | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1400000 | PA      | $1410029.63   | 0.06%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OMAN GOVT EM BP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-13705.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                   | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   100400000 | PA      | $17622361.18  | 0.77%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BARCLAYS REVERSE REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5526767 | PA      | $-5532047.99  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                      | INRETAIL CONSUMER SR SECURED REGS 03/28 3.25                 | CUSIP: P56236AB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     7500000 | PA      | $7299327.75   | 0.32%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-119.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1000000 | PA      | $1035200.00   | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED REGS 04/32 5.375          | CUSIP: P5015VAK2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $504250.63    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251210                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-82477.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-75.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | MEXICAN UDIBONOS BONDS 11/28 4                               | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7601544 | PA      | $413933.09    | 0.02%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO PARIBAS                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1060002 | PA      | $-1061344.62  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                | SASOL FINANCING USA LLC COMPANY GUAR 144A 05/29 8.75         | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4048847.40   | 0.18%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                           | KINGDOM OF BAHRAIN SR UNSECURED REGS 09/31 5.625             | CUSIP: ACI1FSYY4<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     2100000 | PA      | $2114672.64   | 0.09%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP BRC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-14881.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.22000 10/20/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $84435.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $3009175.62   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO BANK OF NEW YORK                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1628314 | PA      | $-1630213.45  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NGN SOLD USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $100759.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP MYI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7223.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1703.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS MXN 9.76900 10/30/24-1Y* (WHT) CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-7093.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/53 5           | CUSIP: ACI2C95J2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $181055.07    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                       | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5         | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   136000000 | PA      | $7479550.71   | 0.33%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3376.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-13180.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-3772.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2007-AR7                                 | INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1             | CUSIP: 45670NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453336 | PA      | $374095.51    | 0.02%             | 2037-11-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                      | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR         | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2100000 | PA      | $2213820.00   | 0.10%             | 2031-05-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1147819 | PA      | $-1149309.12  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875             | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3600000 | PA      | $3202020.00   | 0.14%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-0.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-14N                                               | LEHMAN XS TRUST LXS 2006 14N 1A1A                            | CUSIP: 52522CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1343209 | PA      | $1219050.54   | 0.05%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 10/42 5.25        | CUSIP: 71568PAB5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2500000 | PA      | $2333116.50   | 0.10%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260313                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-21138.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    46525950 | PA      | $22663953.39  | 0.99%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $262.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                        | BANK BANK 2018 BN15 A4                                       | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3200602.24   | 0.14%             | 2061-11-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                           | REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75             | CUSIP: ACI11B6Y7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     7400000 | PA      | $7591986.87   | 0.33%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $39551.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251105                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-70097.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR7                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A            | CUSIP: 172987AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31142 | PA      | $29654.98     | 0.00%             | 2046-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED 144A 09/53 6.3                      | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2400000 | PA      | $2468533.70   | 0.11%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2022-2                                   | SG CAPITAL PARTNERS SGR 2022 2 A1 144A                       | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7595476 | PA      | $7602137.05   | 0.33%             | 2062-08-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERTIFICATES 2007-HY4                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1             | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       38668 | PA      | $34979.17     | 0.00%             | 2037-04-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CHILEAN GOVT LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $100446.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.53000 07/15/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-236507.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251110                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-26748.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP BOA                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5077.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/28 5.45        | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      250000 | PA      | $257168.75    | 0.01%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-31.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | PANAMA LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-6179.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 08/33 5.85            | CUSIP: 699149AM2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      700000 | PA      | $737590.00    | 0.03%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BENIN EM SP BRC                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-474.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $440917.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.23000 10/23/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $63398.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-26689.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                          | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6            | CUSIP: ACI1WVL30<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    10000000 | PA      | $9983153.30   | 0.44%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-223.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                         | CUSIP: ACI2SN0R1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  1663739000 | PA      | $1084773.23   | 0.05%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NOK BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-3788.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 05/42 3.25                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18000000 | PA      | $15128437.50  | 0.66%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 0.00000       | CUSIP: BVPGQSII1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      808046 | PA      | $19191.09     | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20300812                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $13615.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-23228.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOBIERNO DE LA PROVINCIA DE LA RIOJA                                   | PROVINCIA DE LA RIOJA SR UNSECURED 144A 02/28 VAR            | CUSIP: 504216AA0<br>LEI: 549300UYM8ADK1GCIC92 | Long             | DBT              | NUSS              | AR        |     1593441 | PA      | $995900.63    | 0.04%             | 2028-02-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |      300750 | PA      | $300750.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 10.5              | CUSIP: P3579ECY1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    15600000 | PA      | $268690.15    | 0.01%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | REPUBLIC OF TURKIYE SR UNSECURED 05/32 7.25                  | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    11400000 | PA      | $11881600.30  | 0.52%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-4086.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-10032.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $39626.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                           | REPUBLIC OF ARMENIA SR UNSECURED 144A 02/31 3.6              | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     4300000 | PA      | $3884371.76   | 0.17%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1092025 | PA      | $-1093444.63  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP GST                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-697455.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PLDT INC (AKA: PHILIPPINE LONG DISTANCE TELEPHONE CO)                  | PLDT INC SR UNSECURED REGS 06/50 3.45                        | CUSIP: ACI1N4S90<br>LEI: 254900ADE8GQHM5P2648 | Long             | DBT              | CORP              | PH        |     4700000 | PA      | $3378210.68   | 0.15%             | 2050-06-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JSC GEORGIAN RAILWAY (AKA: GEORGIAN RAILWAY LLC)                       | GEORGIAN RAILWAY JSC SR UNSECURED REGS 06/28 4               | CUSIP: ACI1YK9Y8<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |      200000 | PA      | $186910.53    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-38.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | NIGERIA EM SP MYC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-22116.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2                  | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      824000 | PA      | $621378.40    | 0.03%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.36250 05/29/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $715549.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1170000 | PA      | $881010.00    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-729.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 10/42 5.25        | CUSIP: 71568QAB3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4100000 | PA      | $3826311.06   | 0.17%             | 2042-10-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                  | STANDARD CHARTERED BANK SR UNSECURED 144A 11/25 0.0000       | CUSIP: ACI2S0FQ7<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   463600000 | PA      | $1498746.24   | 0.07%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      342320 | PA      | $331193.35    | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $8092.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-567.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 12/25 0.00000                         | CUSIP: ACI2SNXW4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   987000000 | PA      | $641149.31    | 0.03%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750RD20 PIMCO CDSOPT PUT USD 0.85 20251119                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -270809000 | NC      | $-35237.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | COTE DIVOIRE EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-45646.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                        | ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75        | CUSIP: ACI23Q596<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     3000000 | PA      | $2784279.42   | 0.12%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                           | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5         | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     3400000 | PA      | $3608812.19   | 0.16%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260713                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $3314.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                     | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2         | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      599763 | PA      | $590662.54    | 0.03%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 02/44 5.625                | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     5100000 | PA      | $4182255.00   | 0.18%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                       | BANCO GENERAL SA JR SUBORDINA REGS 12/99 VAR                 | CUSIP: P12651AD0<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |      800000 | PA      | $754400.00    | 0.03%             | 2031-05-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 4.25000 04/18/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $160340.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                       | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/30 3.25          | CUSIP: ACI1P5K28<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     2700000 | PA      | $2492996.43   | 0.11%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125             | CUSIP: ACI1MBV00<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      800000 | PA      | $939475.34    | 0.04%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                   | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200000 | PA      | $194018.44    | 0.01%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $19064.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                          | REPUBLIC OF CAMEROON SR UNSECURED REGS 11/25 9.5             | CUSIP: ACI0J0F32<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      666667 | PA      | $665400.98    | 0.03%             | 2025-11-19      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                    | EMPRESA NACIONAL DEL PET EMPRESA NACIONAL DEL PET            | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      900000 | PA      | $948999.60    | 0.04%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625               | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3400000 | PA      | $3388304.00   | 0.15%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 12/32 VAR                      | CUSIP: V25125BD2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1924545 | PA      | $1908366.57   | 0.08%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4904.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                               | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/60 4.8             | CUSIP: Y68856AW6<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1330000 | PA      | $1212370.04   | 0.05%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290502                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $83572.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                       | INTEROCEANICA IV FINANCE SR SECURED 144A 11/25 0.00000       | CUSIP: 46062NAB3<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |        7609 | PA      | $7571.24      | 0.00%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.00000 03/19/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-603582.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                         | REPUBLIC OF GUATEMALA SR UNSECURED 144A 04/32 5.375          | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      500000 | PA      | $504250.63    | 0.02%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                   | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5200000 | PA      | $1587699.49   | 0.07%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EGP BOUGHT USD 20251006                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-54415.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFRF USD SF+26.161/2.2* 9/21/23-23Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $227862.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 04/26 0.00000                         | CUSIP: ACI2ZFX45<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2399000000 | PA      | $1471214.16   | 0.06%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AUD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $779.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-577091.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | US ULTRA BOND CBT DEC25 XCBT 20251219                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         223 | NC      | $698805.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | TREASURY BILL 10/25 0.00000                                  | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       44000 | PA      | $43935.90     | 0.00%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ4                                           | PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M3                  | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1475247.52   | 0.06%             | 2035-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NGN SOLD USD 20251007                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $50942.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD HUF BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $3413.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260617                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1495.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED REGS 01/42 5.25           | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $402433.70    | 0.02%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-3                                    | BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6               | CUSIP: 059515AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77024 | PA      | $66366.85     | 0.00%             | 2037-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED REGS 11/54 7.95        | CUSIP: ACI2S5MR6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      800000 | PA      | $814798.94    | 0.04%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.50000 12/20/23-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-53778.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-344.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $762.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20260326                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-2305.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $590.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 03/38 5.125               | CUSIP: ACI30CT50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2700000 | PA      | $3230070.49   | 0.14%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251226                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-6725.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 05/37 6.875               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17700000 | PA      | $19133700.00  | 0.84%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 02/61 3.45        | CUSIP: ACI1VFQ56<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1900000 | PA      | $1244656.14   | 0.05%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                   | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/44 6.45          | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     4900000 | PA      | $5277617.18   | 0.23%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 02/34 4                                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -300000 | PA      | $-299279.30   | -0.01%            | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                               | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875           | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5700000 | PA      | $5624838.38   | 0.25%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 06/50 4           | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     6900000 | PA      | $5109559.02   | 0.22%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT  | INDO ASAHAN/MINERAL IND SR UNSECURED 144A 05/30 5.45         | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     3600000 | PA      | $3717457.20   | 0.16%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                      | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58           | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1270756 | PA      | $1314316.00   | 0.06%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED REGS 08/32 2.031                      | CUSIP: ACI1PP9R2<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $634906.42    | 0.03%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM BP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-378145.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 02/34 3.75                         | CUSIP: ACI23CJJ0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      200000 | PA      | $204972.81    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAIL CAPITAL MARKETS PLC                                               | UKRAINE RAIL (RAIL CAPL) SR UNSECURED REGS 07/26 8.25        | CUSIP: ACI1D1W43<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |     3900651 | PA      | $3140024.06   | 0.14%             | 2026-07-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                              | PROSUS NV SR UNSECURED REGS 08/28 1.539                      | CUSIP: ACI1V35Q0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $567009.32    | 0.02%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED 01/37 4.125               | CUSIP: ACI2T3D41<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     3100000 | PA      | $3665507.10   | 0.16%             | 2037-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                    | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 09/31 3.45        | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |      979000 | PA      | $904061.86    | 0.04%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750Q0A8 PIMCO FXVAN PUT USD TRY 43.00000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -585000 | NC      | $-1992.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      480000 | PA      | $348480.00    | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.17000 10/03/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $220129.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD GBP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-38172.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                             | STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333          | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     8820000 | PA      | $8830866.24   | 0.39%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2812000 | PA      | $-2815749.33  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-63.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED REGS 09/52 6.75                         | CUSIP: ACI2C5W27<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      800000 | PA      | $867422.55    | 0.04%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1+24/9.76* 12/24/25-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-71089.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-123581.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/31 7.9             | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 23766000000 | PA      | $3271276.32   | 0.14%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25             | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    11200000 | PA      | $199017.94    | 0.01%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/61 7.5           | CUSIP: ACI1VRPP7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    13400000 | PA      | $10523179.06  | 0.46%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED 144A 03/30 5.25                         | CUSIP: ACI2TMXJ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4400000 | PA      | $5326634.98   | 0.23%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PLN BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-901.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                 | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     1090802 | PA      | $1068496.84   | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                     | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR         | CUSIP: ACI208PK2<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    11020800 | PA      | $6460944.00   | 0.28%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.50000 12/20/23-7Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $167044.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                              | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/51 7             | CUSIP: ACI1V4LX5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     7000000 | PA      | $7914398.31   | 0.35%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                           | REPUBLICA ORIENT URUGUAY SR UNSECURED 02/37 5.442            | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2900000 | PA      | $3037750.00   | 0.13%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-7538.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.15500 10/02/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $170715.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED SA RL                                       | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625           | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |     4576375 | PA      | $4497707.11   | 0.20%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                     | SAAVI ENERGIA SARL SR UNSECURED REGS 02/35 8.875             | CUSIP: L02668AA6<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $646470.00    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45        | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6100000 | PA      | $3996001.30   | 0.17%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                    | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2              | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2732150 | PA      | $2827119.53   | 0.12%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                           | REP OF SEN MINI OF FIN AND BUD 2023 EUR 1ST LIEN TERM LOAN   | CUSIP: BA0000GC3<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | LON              | CORP              | SN        |     4375000 | PA      | $4645080.66   | 0.20%             | 2028-12-22      | Floating      | 7.87%                 | No            |                  3 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED REGS 02/38 VAR            | CUSIP: ACI2SS6R4<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      600000 | PA      | $536129.57    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                             | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON            | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     1500000 | PA      | $1628508.33   | 0.07%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                            | QATAR ENERGY SR UNSECURED REGS 07/51 3.3                     | CUSIP: ACI1YZ032<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    20600000 | PA      | $14536606.30  | 0.64%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                     | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3              | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223568 | PA      | $58734.65     | 0.00%             | 2037-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 09/51 8.75          | CUSIP: ACI20PYL2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1100000 | PA      | $982973.35    | 0.04%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3                | CUSIP: 17307GXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6197 | PA      | $6148.14      | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $20999.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -7594004 | PA      | $-7601226.37  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                | RUTAS 2 + 7 FINANCE LTD SR SECURED REGS 09/36 0.00000        | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2398000 | PA      | $1830093.28   | 0.08%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | REPUBLIC OF POLAND SR UNSECURED 10/33 4.875                  | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      600000 | PA      | $608711.08    | 0.03%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LATVIA GOVT                                                            | REPUBLIC OF LATVIA REPUBLIC OF LATVIA                        | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     4600000 | PA      | $4744939.01   | 0.21%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED REGS 02/49 4.375                    | CUSIP: P3143NBB9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      453000 | PA      | $358848.48    | 0.02%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B1                                      | BENCHMARK MORTGAGE TRUST BMARK 2018 B1 A5                    | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1478108.25   | 0.06%             | 2051-01-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TRY SOLD USD 20260204                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $91265.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                         | LUMINENT MORTGAGE TRUST LUM 2006 7 1A1                       | CUSIP: 55028BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13892 | PA      | $13422.70     | 0.00%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                            | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/29 8                 | CUSIP: ACI1H0020<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4361000 | PA      | $4259799.99   | 0.19%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT SGD SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-5055.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                          | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                       | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19741 | PA      | $14000.70     | 0.00%             | 2047-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -422825 | PA      | $-498949.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A8                                       | JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1                   | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       21862 | PA      | $17066.88     | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-4                                  | TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6                 | CUSIP: 872224AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      567811 | PA      | $14524.27     | 0.00%             | 2036-09-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT                                                             | DUBAI GOVT INT L BONDS SR UNSECURED REGS 09/50 3.9           | CUSIP: ACI1R22K3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $304097.64    | 0.01%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                               | TRUST FIBRAUNO SR UNSECURED REGS 01/50 6.39                  | CUSIP: P9401CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      600000 | PA      | $554221.56    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 0.00000       | CUSIP: ACI30CNZ0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      505051 | PA      | $11994.96     | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GABON GOVT                                                             | REPUBLIC OF GABON SR UNSECURED REGS 02/31 6.625              | CUSIP: ACI1JHS13<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      350000 | PA      | $282781.40    | 0.01%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                               | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8             | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3900000 | PA      | $3555070.04   | 0.16%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                      | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5         | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    22300000 | PA      | $19367725.72  | 0.85%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                           | PRIO LUX HLD SARL SR SECURED REGS 06/26 6.125                | CUSIP: L75833AA8<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     3100000 | PA      | $3097901.30   | 0.14%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-49.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CAD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-87.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                    | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75             | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1164175.23   | 0.05%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                     | CSN ISLANDS XI CORP COMPANY GUAR 144A 01/28 6.75             | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     4100000 | PA      | $3985764.61   | 0.17%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290508                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $58281.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1            | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3095 | PA      | $3021.51      | 0.00%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| RENEW PRIVATE LIMITED                                                  | RENEW POWER PVT LTD SR SECURED REGS 03/27 5.875              | CUSIP: Y7279WAA9<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      600000 | PA      | $600088.75    | 0.03%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                      | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR         | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $781432.24    | 0.03%             | 2032-01-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                       | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4             | CUSIP: G87602AA9<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     5600000 | PA      | $5570994.35   | 0.24%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-18448.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                            | GOVERNMENT OF THE REPUBLIC OF 06/53 5.75                     | CUSIP: ACI2PHH16<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     1600000 | PA      | $1083710.27   | 0.05%             | 2053-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 02/33 10                    | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9700000 | PA      | $11262912.50  | 0.49%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25          | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      416413 | PA      | $64023.50     | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-1457.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                        | INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000        | CUSIP: 46062JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3215288 | PA      | $2700131.74   | 0.12%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251024                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $229.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                           | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25              | CUSIP: ACI1V9FP8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1900000 | PA      | $1868995.31   | 0.08%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA EUR TERM LOAN                             | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     8100000 | PA      | $9525308.32   | 0.42%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3200000 | PA      | $3371232.00   | 0.15%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ROMANIA EM SP BPS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9801.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                            | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     3600000 | PA      | $3799762.20   | 0.17%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                            | KUWAIT INTL BOND SR UNSECURED REGS 03/27 3.5                 | CUSIP: M6417JAA6<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     1700000 | PA      | $1686754.09   | 0.07%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-140505.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-328240.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                             | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON            | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 27460000000 | PA      | $2382807.65   | 0.10%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT PLN SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $211.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251211                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-11712.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1195238 | PA      | $-1196632.34  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                  | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3                  | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23161 | PA      | $23574.35     | 0.00%             | 2035-01-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | REPUBLIC OF POLAND BONDS 02/35 5.375                         | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5000000 | PA      | $5199864.10   | 0.23%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                        | TURKCELL ILETISIM HIZMET SR UNSECURED 144A 01/30 7.45        | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     3200000 | PA      | $3342187.20   | 0.15%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                              | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15              | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |     2956565 | PA      | $88696.95     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | BONOS DE TESORERIA SR UNSECURED 08/34 5.4                    | CUSIP: ACI1CNG93<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2000000 | PA      | $557947.03    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA SR UNSECURED 11/51 5.875                        | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     8100000 | PA      | $6006166.20   | 0.26%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129         | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3600000 | PA      | $3834673.96   | 0.17%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                         | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                 | CUSIP: ACI1MRTM0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1000000 | PA      | $578219.95    | 0.03%             | 2041-07-09      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PETROLEOS MEXICANOS (PEMEX) LA SP BRC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-27575.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.25000 03/19/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-2516973.82  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAR MONGOLIA                                           | CITY OF ULAANBAATAAR MON GOVT GUARANT REGS 08/27 7.75        | CUSIP: ACI2S00K6<br>LEI: N/A                  | Long             | DBT              | MUN               | MN        |     1100000 | PA      | $1123821.88   | 0.05%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED 144A 01/55 6.78                     | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     5300000 | PA      | $5699090.00   | 0.25%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP MEI                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-155630.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                         | BOI FINANCE BV 02/27 7.5                                     | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |     7800000 | PA      | $9423927.25   | 0.41%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251229                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-176607.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 0.00000       | CUSIP: ACI30CTS0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1010058 | PA      | $23988.88     | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 6.75          | CUSIP: ACI30CTL5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1212069 | PA      | $19696.12     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSNET                                                               | TRANSNET SOC LTD 2015 ZAR TERM LOAN                          | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |    55000000 | PA      | $3147101.27   | 0.14%             | 2028-03-02      | Floating      | 11.12%                | No            |                  3 | On Loan: No      |
| LEBANON GOVT                                                           | LEBANESE REPUBLIC SR UNSECURED 05/34 8.25                    | CUSIP: ACI133870<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     8300000 | PA      | $1869523.13   | 0.08%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                      | BANCO MERCANTIL DE NORTE JR SUBORDINA REGS VAR               | CUSIP: P1400MAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      700000 | PA      | $749026.60    | 0.03%             | 2030-10-14      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                | SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5               | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1143238.12   | 0.05%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ISRAEL GOVT EM SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $113683.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                            | HAZINE MUSTESARLIGI VARL SR UNSECURED 144A 09/30 6.75        | CUSIP: 421790AN6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     4200000 | PA      | $4353566.70   | 0.19%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | DOMINICAN REPUBLIC LA SP CBK                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-38445.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                    | RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75             | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      171811 | PA      | $178153.26    | 0.01%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5               | CUSIP: ACI1CRTF6<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     4400000 | PA      | $4802665.56   | 0.21%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | EURO-SCHATZ FUT   DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -833 | NC      | $119861.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                    | SOLD CHF BOUGHT USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-137.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PHP BOUGHT USD 20251215                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $1544.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6                 | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2400000 | PA      | $2481840.00   | 0.11%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CHF SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $135.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20270610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-315.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED 144A 11/44 4.875                    | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      220000 | PA      | $192354.66    | 0.01%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR               | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4632295 | PA      | $2601033.64   | 0.11%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED REGS 04/32 1.625                        | CUSIP: ACI1M0750<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $1457393.70   | 0.06%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                      | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5         | CUSIP: B1VXHCII8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2863000 | PA      | $466669.00    | 0.02%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                             | REPUBLIC OF KENYA 2024 TERM LOAN A                           | CUSIP: BA000C8P7<br>LEI: 549300VVURQQYU45PR87 | Long             | LON              | NUSS              | KE        |     2700000 | PA      | $2706126.44   | 0.12%             | 2028-04-05      | Floating      | 12.65%                | No            |                  3 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83        | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     3800000 | PA      | $2597791.42   | 0.11%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD KWD BOUGHT USD 20290702                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $73540.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251201                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3908.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                     | CODELCO INC SR UNSECURED REGS 09/53 6.3                      | CUSIP: P3143NBR4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      600000 | PA      | $617133.43    | 0.03%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EGP SOLD USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $12063.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $522127.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY                                                            | QATAR ENERGY SR UNSECURED 144A 07/31 2.25                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     1600000 | PA      | $1441982.00   | 0.06%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | EURO-OAT FUTURE   DEC25 XEUR 20251208                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $-6109.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/30 VAR            | CUSIP: ACI2SS6S2<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     2186058 | PA      | $2052161.95   | 0.09%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 06/43 15                        | CUSIP: ACI2HCL52<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  1735300000 | PA      | $428422.42    | 0.02%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED REGS 02/29 VAR               | CUSIP: ACI2QXWR6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1000000 | PA      | $685000.00    | 0.03%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PANAMA LA BP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $11490.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 01/60 5.875             | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3700000 | PA      | $3290965.00   | 0.14%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | COTE DIVOIRE EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-91292.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RUWAIS POWER COMPANY PJSC                                              | RUWAIS POWER CO PJSC SR SECURED 144A 08/36 6                 | CUSIP: 78348BAA0<br>LEI: 635400CH1S8AGGXHLZ09 | Long             | DBT              | CORP              | AE        |      420000 | PA      | $446115.60    | 0.02%             | 2036-08-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-377.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED REGS 09/33 6.5               | CUSIP: ACI2CH2B4<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1200000 | PA      | $1305300.52   | 0.06%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 02/33 6                 | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1200000 | PA      | $1229400.00   | 0.05%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED 144A 07/39 6.75                         | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3700000 | PA      | $4432300.72   | 0.19%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT AZN SOLD USD 20271029                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-43810.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                            | REPUBLIC OF POLAND SR UNSECURED 04/53 5.5                    | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5100000 | PA      | $4955190.60   | 0.22%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT COP SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-30473.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                        | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25           | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     2740000 | PA      | $634584.00    | 0.03%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                              | OMAN GOV INTERNTL BOND SR UNSECURED 144A 10/27 6.75          | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1300000 | PA      | $1359747.60   | 0.06%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                           | INDUSTRIAS PENOLES SAB D SR UNSECURED REGS 08/50 4.75        | CUSIP: P55409AC3<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     2900000 | PA      | $2422920.71   | 0.11%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                       | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR              | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      300000 | PA      | $328125.00    | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO120626                                   | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  3895848000 | PA      | $2310270.97   | 0.10%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-452.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $34245.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                           | REPUBLIC OF SENEGAL SR UNSECURED 144A 03/28 4.75             | CUSIP: ACI11B6X9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1000000 | PA      | $1025944.17   | 0.04%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP CBK                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-576409.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                                          | ARGENT SECURITIES INC. ARSI 2006 M1 A1                       | CUSIP: 04012MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      522588 | PA      | $473194.08    | 0.02%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 01/50 3.375                        | CUSIP: ACI1J86R0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4000000 | PA      | $2960063.49   | 0.13%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 01/27 5.95              | CUSIP: P3579EBV8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $2038500.00   | 0.09%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 09/51 8.75          | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2150000 | PA      | $1921266.10   | 0.08%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOUTH AFRICA EM SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1662.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-83328.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REPO BNP PARIBAS SECURITIES CO REPO DUMMY ASSET              | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | LU        |     9472710 | PA      | $11121441.45  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     2663901 | PA      | $2663901.32   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/4.03000 10/04/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $20205.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORLEN SA                                                               | ORLEN SA SR UNSECURED 144A 01/35 6                           | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     2100000 | PA      | $2197742.88   | 0.10%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD INR BOUGHT USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $5.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CZK SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-135.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1584.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 144A 09/35 6                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2000000 | PA      | $2096062.80   | 0.09%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                   | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR               | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     1673173 | PA      | $1288343.21   | 0.06%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD EUR BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $626.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-447600.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                       | GERDAU TRADE INC COMPANY GUAR 06/35 5.75                     | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     3200000 | PA      | $3319200.00   | 0.15%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                          | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/55 6.65            | CUSIP: P75744AT2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      600000 | PA      | $639570.00    | 0.03%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS PLN 4.07500 04/11/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $97688.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 6.95              | CUSIP: P3579ECW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      600000 | PA      | $641370.00    | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA HULU ENERGI                                               | PERTAMINA HULU ENERGI PT SR UNSECURED 144A 05/30 5.25        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     7900000 | PA      | $8077120.29   | 0.35%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 04/53 4.3                    | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     4000000 | PA      | $2937000.00   | 0.13%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MXN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-309835.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25020000 | PA      | $24810532.56  | 1.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CLP 4.85500 12/18/23-10Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-82618.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                           | ABU DHABI DEVELOPMENT HO ABU DHABI DEVELOPMENT HO            | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     3300000 | PA      | $3245075.49   | 0.14%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 03/28 2.125                        | CUSIP: ACI23CHC7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      500000 | PA      | $569690.47    | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED 144A 01/37 8.25                     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1900000 | PA      | $1986335.13   | 0.09%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED REGS 02/38 6.129         | CUSIP: ACI2CZC56<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $639112.33    | 0.03%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED REGS 08/41 VAR               | CUSIP: ACI0HHXV5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     7550000 | PA      | $6032450.00   | 0.26%             | 2041-08-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $23736.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT JPY SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $451.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED 10/50 4.2                 | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $330589.48    | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                            | UGANDA GOVERNMENT BOND BONDS 06/39 15.8                      | CUSIP: ACI2QJDV9<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   115000000 | PA      | $30570.53     | 0.00%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-40372.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM7                                                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM7 A1 144A          | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1649472 | PA      | $1458355.89   | 0.06%             | 2066-10-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 05/41 2.25                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -6000000 | PA      | $-4448203.14  | -0.19%            | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU REPUBLIC OF PERU                            | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     9700000 | PA      | $9763050.00   | 0.43%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-373000.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | OIS MXN TIIE1+24/9.23* 12/17/25-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $1116407.09   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                       | DP WORLD LTD UAE SR UNSECURED REGS 09/49 4.7                 | CUSIP: ACI1FSW34<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      500000 | PA      | $433322.50    | 0.02%             | 2049-09-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -180413 | PA      | $-180662.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 03/57 7.875                  | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3300000 | PA      | $3724875.00   | 0.16%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | REPUBLIC OF COLOMBIA SR UNSECURED 04/27 3.875                | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     6100000 | PA      | $6059740.00   | 0.26%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PRD5 PIMCO FXVAN PUT USD TRY 42.75000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -4839000 | NC      | $-24243.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT EUR SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-438792.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                           | REPUBLICA ORIENT URUGUAY SR UNSECURED 06/50 5.1              | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      200000 | PA      | $189850.00    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                   | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75           | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     3800000 | PA      | $3307653.00   | 0.14%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $345.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG43 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-420145.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD DOP BOUGHT USD 20260223                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-69299.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA UNSECURED 144A 07/31 2.124                           | CUSIP: ACI1D6781<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4450000 | PA      | $4465140.67   | 0.20%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260602                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $648.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                           | SK HYNIX INC SR UNSECURED REGS 01/33 6.5                     | CUSIP: Y8085FBL3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     1200000 | PA      | $1324546.40   | 0.06%             | 2033-01-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-90646.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260505                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-120.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260707                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2680.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                            | REPUBLIC OF SERBIA SR UNSECURED REGS 09/28 1                 | CUSIP: ACI20JG85<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      500000 | PA      | $547007.81    | 0.02%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2                                                      | ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35             | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $2015022.40   | 0.09%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     4286198 | PA      | $2335977.91   | 0.10%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.32500 05/09/25-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $50924.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                           | YINSON BORONIA PRODUCTIO SR SECURED REGS 07/42 8.947         | CUSIP: N9733XAA5<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      588654 | PA      | $656144.72    | 0.03%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-4                                        | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1              | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237202 | PA      | $211006.94    | 0.01%             | 2037-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFRF USD SF+26.161/2.50 9/15/23-23Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $122153.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS EUR 3.37000 10/09/23-5Y LCH                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $273711.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-29.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                  | FREEPORT INDONESIA PT SR UNSECURED 144A 04/32 5.315          | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     4800000 | PA      | $4860691.20   | 0.21%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75          | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     1255309 | PA      | $194572.90    | 0.01%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-51959.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD IDR BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-456.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 03/48 6.625                    | CUSIP: ACI11JW62<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3900000 | PA      | $3928791.48   | 0.17%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                               | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/61 3.404           | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1200000 | PA      | $829545.73    | 0.04%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/26 0.00000       | CUSIP: ACI30CQF1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      404023 | PA      | $11110.63     | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REV REPO STANDARD CHARTERED BA ZCP                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -321348 | PA      | $-379552.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                           | ECOPETROL SA SR UNSECURED 05/45 5.875                        | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     6800000 | PA      | $5205828.40   | 0.23%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R2                                                      | CIM TRUST CIM 2023 R2 A1 144A                                | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5135224 | PA      | $5183458.93   | 0.23%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KRW SOLD USD 20251022                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-3958.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $7803.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 08/41 1.75                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11700000 | PA      | $7942060.50   | 0.35%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                      | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR         | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2600000 | PA      | $2783123.20   | 0.12%             | 2035-05-20      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                           | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/33 5.25              | CUSIP: ACI1V9H76<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     4000000 | PA      | $3886978.44   | 0.17%             | 2033-01-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG41 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-55797.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-32.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1                                 | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2            | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6528739 | PA      | $1821848.55   | 0.08%             | 2037-01-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                       | REPUBLIC OF PHILIPPINES SR UNSECURED 03/41 3.7               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     6800000 | PA      | $5800429.17   | 0.25%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                           | REPUBLIC OF CHILE SR UNSECURED 05/41 3.1                     | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     9100000 | PA      | $6948760.00   | 0.30%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KZT SOLD USD 20251028                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $1501.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA ROMANIA                                              | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4200000 | PA      | $4720557.16   | 0.21%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875            | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   431900000 | PA      | $24569783.15  | 1.07%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DAC                    | REP OF ANGOLA(AVENIR IS) SR SECURED REGS 02/27 6.927         | CUSIP: ACI1KDXD8<br>LEI: 635400VEZIQKZPR7KU35 | Long             | DBT              | NUSS              | IE        |     9482143 | PA      | $9245947.97   | 0.40%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251113                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2196.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                        | UZBEKISTAN INTL BOND UZBEKISTAN INTL BOND                    | CUSIP: ACI2P7GV3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     4900000 | PA      | $5941138.97   | 0.26%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251119                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR2                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1             | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      671011 | PA      | $608355.43    | 0.03%             | 2036-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | CDX IG45 5Y ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-183864.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    16138500 | PA      | $16138500.00  | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                          | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 12/27 6.875        | CUSIP: BFD9P7II2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      400000 | PA      | $401459.48    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                           | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6      | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |     1600000 | PA      | $1694306.10   | 0.07%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528        | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3363250.88   | 0.15%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                            | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25               | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      650000 | PA      | $658190.00    | 0.03%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 02/48 6.35                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6038000 | PA      | $4798890.70   | 0.21%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ILS BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-3555.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB1                                       | COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1                    | CUSIP: 22239EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27370 | PA      | $23487.19     | 0.00%             | 2037-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                 | MINERA MEXICO SA DE CV SR UNSECURED 144A 01/50 4.5           | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     3600000 | PA      | $2969323.78   | 0.13%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251120                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-21230.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                    | SAXON ASSET SECURITIES TRUST SAST 2007 3 1A                  | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187611 | PA      | $181410.24    | 0.01%             | 2037-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2677812 | PA      | $-2681338.29  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                                   | IMPAC CMB TRUST IMM 2004 10 1A1                              | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56387 | PA      | $54893.15     | 0.00%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 12/32 VAR                      | CUSIP: ACI2PCLZ7<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1072668 | PA      | $1063650.67   | 0.05%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 12/99 5.75                | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10300000 | PA      | $8837400.00   | 0.39%             | 2099-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFRF USD SF+26.161/1.50 9/21/23-4Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-753563.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                       | GUARA NORTE SARL SR SECURED REGS 06/34 5.198                 | CUSIP: L4R02QAA8<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |     7529242 | PA      | $7380561.23   | 0.32%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                  | FREEPORT INDONESIA PT SR UNSECURED REGS 04/32 5.315          | CUSIP: Y7141BAB9<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1200000 | PA      | $1215172.80   | 0.05%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED 144A 01/33 7.625                    | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1200000 | PA      | $1249381.00   | 0.05%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                     | DRILLCO HLDG LUX SA COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       15474 | NS      | $335270.01    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DELEK DRILLIN (LEVIATHAN BOND LTD)                                     | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: ACI1PZ1S6<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     4600000 | PA      | $4623529.00   | 0.20%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                               | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375           | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5000000 | PA      | $5333621.10   | 0.23%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                            | STATE OF ISRAEL SR UNSECURED 01/30 2.5                       | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1000000 | PA      | $923222.08    | 0.04%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20260615                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $377.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75             | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    42800000 | PA      | $745725.24    | 0.03%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CSAB MORTGAGE BACKED TR 2006-2                                         | CSAB MORTGAGE BACKED TRUST CSAB 2006 2 A6A                   | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142993 | PA      | $39621.68     | 0.00%             | 2036-09-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-328.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED REGS 04/49 4.625                        | CUSIP: ACI19YR67<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $910957.65    | 0.04%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4722.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PKR BOUGHT USD 20251117                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-10233.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | COTE DIVOIRE EM SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-743.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                          | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875        | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      600000 | PA      | $602189.23    | 0.03%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                       | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875          | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3600000 | PA      | $3644984.27   | 0.16%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     4507500 | PA      | $4507500.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                 | CASTLELAKE LP FIRST LIEN TERM LOAN                           | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4274107 | PA      | $4084700.39   | 0.18%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 7             | CUSIP: ACI30G7Q9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     1818104 | PA      | $24998.93     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20260402                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-24056.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                     | US TREASURY N/B 02/29 2.625                                  | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -10100000 | PA      | $-9774117.24  | -0.43%            | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOM REP CB NOTES NOTES 144A 12/25 13                         | CUSIP: 25714PER5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |     3100000 | PA      | $49848.50     | 0.00%             | 2025-12-05      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                   | BIOCEANICO SOVEREIGN SR SECURED REGS 06/34 0.00000           | CUSIP: G11176AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2219792 | PA      | $1820783.98   | 0.08%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT TWD SOLD USD 20251020                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1033.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PEN BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-27960.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | IRS CZK 3.07500 10/03/24-5Y CME                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-337091.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SAUDI ARABIA GOVT EM SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $446636.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3           | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50367 | PA      | $36889.08     | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                              | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95                | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2241000 | PA      | $714895.81    | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                      | LIMA METRO LINE 2 FIN LT SR SECURED REGS 04/36 4.35          | CUSIP: G54897AB2<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     2415014 | PA      | $2338904.15   | 0.10%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA SR UNSECURED 144A 09/33 6.375                        | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2800000 | PA      | $3451873.32   | 0.15%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                           | ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL              | CUSIP: ACI2NYPJ3<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      800000 | PA      | $849132.28    | 0.04%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO NOMURA                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -3421188 | PA      | $-3425828.92  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                      | UZBEKNEFTEGAZ SR UNSECURED REGS 11/28 4.75                   | CUSIP: ACI21QDZ1<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     2900000 | PA      | $2772651.23   | 0.12%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL OMO110626                                   | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  3899406000 | PA      | $2313546.07   | 0.10%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA BP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $80195.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 02/38 VAR            | CUSIP: ACI2SS6L7<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     4620543 | PA      | $4128682.87   | 0.18%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                         | ABU DHABI GOVT INT L ABU DHABI GOVT INT L                    | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     4600000 | PA      | $4818268.67   | 0.21%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                           | PRIO LUX HLD SARL SR SECURED 144A 06/26 6.125                | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3197833.60   | 0.14%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD NZD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $210.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4052.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                            | KINGDOM OF JORDAN SR UNSECURED 144A 10/47 7.375              | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      300000 | PA      | $287817.17    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1215.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                        | INTEROCEANICA FINANCE V UNSECURED REGS 05/30 7.86            | CUSIP: G34072AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2658015 | PA      | $2755458.08   | 0.12%             | 2030-05-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA UNSECURED REGS 04/42 2.875                           | CUSIP: ACI1Z3V87<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1300000 | PA      | $981160.01    | 0.04%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 12/18/24-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-15080.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO MORGAN STANLEY                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -155963 | PA      | $-156168.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.75000 06/20/24-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-82687.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                            | UNITED MEXICAN STATES SR UNSECURED 12/99 4                   | CUSIP: ACI0C9D73<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1000000 | PA      | $827224.36    | 0.04%             | 2099-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                          | BBVA BANCOMER SA TEXAS SUBORDINATED 144A 02/35 VAR           | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     2700000 | PA      | $2847150.00   | 0.12%             | 2035-02-11      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                           | UKRAINE GOVERNMENT 02/35 1                                   | CUSIP: ACI2QXZ69<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      600000 | PA      | $327000.00    | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PERU LA SP CBK                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $17475.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG BRANCH                                      | BANGKOK BANK PCL/HK SUBORDINATED 144A 09/36 VAR              | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2700000 | PA      | $2457535.92   | 0.11%             | 2036-09-23      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2               | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106989 | PA      | $72047.76     | 0.00%             | 2036-09-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                        | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65        | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     4400000 | PA      | $4606360.00   | 0.20%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                            | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     7900000 | PA      | $7187744.69   | 0.31%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PEMEX LCDS SP DUB                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $61830.03     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                    | BOUGHT INR SOLD USD 20251017                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-125.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP JPM                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-221978.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                                               | ECUADOR SOCIAL BOND SARL GOVT GUARANT REGS 01/35 0.0000      | CUSIP: ACI1J5KS8<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |      662898 | PA      | $472314.87    | 0.02%             | 2035-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 11/54 7.95        | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2851796.28   | 0.12%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | RFR USD SOFR/3.73000 08/03/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $27754.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20260204                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-88814.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                           | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                 | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |     6000000 | PA      | $6947444.80   | 0.30%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT KWD SOLD USD 20270610                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-292.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-8                                   | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21              | CUSIP: 007036QH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53450 | PA      | $37298.58     | 0.00%             | 2035-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                  | IVORY COAST SR UNSECURED REGS 01/32 4.875                    | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3166000 | PA      | $3552936.89   | 0.16%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LIMITED                                             | FWD GROUP HOLDINGS LTD SUBORDINATED 144A 09/30 5.252         | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     1800000 | PA      | $1807208.08   | 0.08%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                                   | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A7            | CUSIP: 75115DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635479 | PA      | $510230.84    | 0.02%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                   | PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/44 6.45          | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $215412.95    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                    | MDGH GMTN RSC LTD COMPANY GUAR REGS 11/29 2.875              | CUSIP: ACI1GJC27<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |     2000000 | PA      | $1908130.00   | 0.08%             | 2029-11-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75             | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   248100000 | PA      | $4322767.12   | 0.19%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                             | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1067563 | PA      | $917002.24    | 0.04%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED REGS 09/51 3.125                        | CUSIP: ACI20GZB3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1400000 | PA      | $885838.27    | 0.04%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSAB MTGE BACKED PASS-THRU CERTS 2006-1                                | CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A                   | CUSIP: 22943HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198131 | PA      | $46571.88     | 0.00%             | 2036-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT MXN SOLD USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $332.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                      | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375       | CUSIP: P7807HAC9<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    18490000 | PA      | $3013870.00   | 0.13%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | US 2YR NOTE (CBT) DEC25 XCBT 20251231                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1540 | NC      | $-156126.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                               | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2300000 | PA      | $2124515.98   | 0.09%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                      | REPUBLIC OF SOUTH AFRICA SR UNSECURED REGS 11/36 7.1         | CUSIP: ACI2S5MS4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2500000 | PA      | $2610948.80   | 0.11%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD UGX BOUGHT USD 20251202                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-45235.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                           | HUNGARY SR UNSECURED 144A 09/52 6.75                         | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1500000 | PA      | $1626417.29   | 0.07%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                         | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027        | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3500000 | PA      | $3684303.56   | 0.16%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD TRY BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-14968.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                           | NIGERIA OMO BILL BILLS 10/25 0.00000                         | CUSIP: ACI2RP576<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  5255600000 | PA      | $3534631.35   | 0.15%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                   | KALLPA GENERACION SA SR UNSECURED 144A 01/32 5.875           | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     1300000 | PA      | $1363050.00   | 0.06%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | MEXICO LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $19904.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN RESECURITIZATION TRUST SERIES 2016-1                         | JP MORGAN REREMIC JPMRR 2016 1 A1 144A                       | CUSIP: 46647AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47999 | PA      | $47028.13     | 0.00%             | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BRAZIL LA SP BPS                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-46120.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                               | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5             | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       17018 | PA      | $1786.89      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                          | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498         | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5372480.65   | 0.23%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                            | REPUBLIC OF PANAMA SR UNSECURED 03/38 8                      | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2300000 | PA      | $2623380.00   | 0.11%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD COP BOUGHT USD 20251112                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-519896.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA            | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 02/50 4.375       | CUSIP: 71568QAM9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1300000 | PA      | $1047751.90   | 0.05%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                           | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5           | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      834850 | PA      | $127314.63    | 0.01%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BARCLAYS CAPITAL REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     9809625 | PA      | $9809625.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                                | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS                  | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     2112198 | PA      | $2848662.40   | 0.12%             | 2059-01-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD ZAR BOUGHT USD 20251009                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-357.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT BRL SOLD USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $6848.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 2021-1 PLC 21-1                                  | CANADA SQUARE FUNDING CSF 2021 1 A REGS                      | CUSIP: ACI1W5667<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      673015 | PA      | $905946.86    | 0.04%             | 2058-06-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                          | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/32 7.0529        | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      900000 | PA      | $869633.63    | 0.04%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                  | CZECHOSLOVAK GROUP SR SECURED 144A 01/31 5.25                | CUSIP: ACI2Y9W17<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      500000 | PA      | $610489.11    | 0.03%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 6.95              | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3600000 | PA      | $3848220.00   | 0.17%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 02/55 7.15              | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3300000 | PA      | $3513510.00   | 0.15%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                    | MDGH GMTN RSC LTD COMPANY GUAR 144A 05/53 5.084              | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |     1500000 | PA      | $1410945.00   | 0.06%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                            | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW            | CUSIP: ACI2PW9N4<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |      800000 | PA      | $835603.98    | 0.04%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | ARGENTINA LA SP BSS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-581881.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | TURKEY EM SP BOA                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-19365.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT NZD SOLD USD 20251104                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $10.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY LIMITED                                          | TRANSJAMAICAN HIGHWAY SR SECURED REGS 10/36 5.75             | CUSIP: P92649AA3<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |      254796 | PA      | $242088.43    | 0.01%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                            | QATAR ENERGY SR UNSECURED REGS 07/31 2.25                    | CUSIP: ACI1YYZZ6<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     8900000 | PA      | $8021024.88   | 0.35%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | BOUGHT CNH SOLD USD 20251016                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-17.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                           | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR              | CUSIP: ACI1Q6J27<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1100000 | PA      | $980100.00    | 0.04%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                         | REPUBLIC OF INDONESIA SR UNSECURED 01/53 5.65                | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      700000 | PA      | $710224.61    | 0.03%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                      | VEON AMSTERDAM TERM LOAN                                     | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |     5900000 | PA      | $5895804.98   | 0.26%             | 2027-03-25      | Floating      | 8.21%                 | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5              | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   468400000 | PA      | $8067593.94   | 0.35%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VIETNAM GOVT                                                           | SOCIALIST REP OF VIETNAM SECURED 03/28 VAR                   | CUSIP: 583140II1<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |     1020000 | PA      | $978797.86    | 0.04%             | 2028-03-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                | EMPRESA DE LOS FERROCARR SR UNSECURED REGS 08/50 3.068       | CUSIP: P3742RAW0<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $126806.99    | 0.01%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD PLN BOUGHT USD 20251015                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1112.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | REVERSE REPO STANDARD CHARTERE VAR 1                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4033128 | PA      | $-4036963.72  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                    | BANCO DAVIVIENDA SA JR SUBORDINA 144A 07/35 VAR              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     3600000 | PA      | $3740551.99   | 0.16%             | 2035-07-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD AUD BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-410.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD BRL BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-414340.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                         | TITULOS DE TESORERIA BONDS 03/31 7                           | CUSIP: ACI1YTYS4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7426300000 | PA      | $1583491.60   | 0.07%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | PANAMA LA SP MYC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6726.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                           | ROMANIA UNSECURED REGS 04/41 2.75                            | CUSIP: ACI1X0DF9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      700000 | PA      | $529927.73    | 0.02%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                     | QATARENERGY LNG S3 SR SECURED REGS 09/27 5.838               | CUSIP: M8222MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     2699900 | PA      | $2747364.24   | 0.12%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                    | 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3530000 | NC      | $-2922.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD MYR BOUGHT USD 20251217                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $20.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                    | SOLD JPY BOUGHT USD 20251002                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $20.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer