# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007263
**Filing Date:** 2026-5
**Character Count:** 772085
**Document Hash:** 088b54abac3c6e4b9dcdfe5393b61d51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007263.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007263

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**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:** 261043472

**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 Local Currency and Bond Fund (Series ID: S000014994)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000040829 | Class A       | PELAX           |
| C000040830 | Class C       | PELCX           |
| C000040832 | Institutional | PELBX           |
| C000064168 | I-2           | PELPX           |
| C000200459 | I-3           | PELNX           |

## 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 Local Currency and Bond Fund

- **b. EDGAR series identifier (if any):** S000014994

- **c. LEI of Series:** 3KMZTL8PZ5381E27RD29

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $3343071600.75

**Total Liabilities:** $592094015.17

**Net Assets:** $2750977585.58

**Delayed Delivery Securities:** $36122964.58

**Cash Not Reported:** $32289856.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -68013.447900 | **1-Year:** 116882.667900 | **5-Year:** 579693.618900 | **10-Year:** 596564.536400 | **30-Year:** 72583.711400

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

- **3-Month:** 35926.155400 | **1-Year:** 57613.067600 | **5-Year:** 197333.517400 | **10-Year:** 82862.232500 | **30-Year:** 5.319800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000040829 | 2.19%                | 1.43%                | -6.16%               |
| Class ID C000040830 | 2.12%                | 1.37%                | -6.22%               |
| Class ID C000064168 | 2.21%                | 1.45%                | -6.13%               |
| Class ID C000200459 | 2.21%                | 1.45%                | -6.14%               |
| Class ID C000040832 | 2.22%                | 1.46%                | -6.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10363821.95             | $45112238.99                               |
| Month 2  | $3493985.64              | $14707102.79                               |
| Month 3  | $8376979.04              | $-177751256.62                             |

**Designated Index Information**

- **Index Name:** JP Morgan GBI-EM Global Diversified Composite Index

- **Index Identifier:** JGENVUUG

### 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                                                                          | SOLD TWD BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $5086.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 5.94/US SOFR BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-82470.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-2796381.54  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $28305.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $7620.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.78000 03/06/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $180944.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.29500 01/09/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $268930.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-384.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                      | SOCAR TURKEY ENERJI AS EUR TERM LOAN                      | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |      8300000 | PA      | $9617540.72   | 0.35%             | 2026-08-11      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.92000 02/09/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $85361.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS MYR 3.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |            1 | NC      | $-281110.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBTTA4 PIMCO SWAPTION 4.0 CALL PLN 20260511            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     26400000 | NC      | $172.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-10194.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260911                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-182322.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.50000 06/17/26-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-7366.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $192208.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.405 06/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-302908.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-8400.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.20000 05/13/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $174918.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-1053485.45  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.52770 07/29/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $256349.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $106195.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-12826.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-100045.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-4497.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.23500 11/27/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-65905.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $15640.83     | 0.00%             |  |  |  | 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      | $132702.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $68149.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-74237.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $21535.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $1550.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.74500 03/06/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $323585.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS INR MIBOR/5.75000 09/16/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |            1 | NC      | $-954145.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/37 9.85                | CUSIP: ACI2DBML2<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7961950 | PA      | $566169.40    | 0.02%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $894147.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU PAYROLL DEDUCTION FINANCE LIMITED                                       | PERU PAYROLL DEDUCTION SR SECURED REGS 11/29 0.00000      | CUSIP: ACI01Y8E1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1021278 | PA      | $914814.80    | 0.03%             | 2029-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-126667.29   | -0.00%            |  |  |  | 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      | $190207.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       710000 | PA      | $244311.00    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $793724.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-7341.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-120455.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-46019.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-1506.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1832978.89  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $50686.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-1.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-15138.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.67500 03/18/26-3Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $20899.03     | 0.00%             |  |  |  | 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        |     24000000 | PA      | $7212483.12   | 0.26%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $267418.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260818                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-24508.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 01/31 10                   | CUSIP: ACI1J1NR6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    210500000 | PA      | $36521610.41  | 1.33%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 09/26 4.07                 | CUSIP: ACI0LQGX5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     89182000 | PA      | $22142201.23  | 0.80%             | 2026-09-30      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 6.06/US SOFR BOA                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $148.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 07/28 0.00000                | CUSIP: ACI2QBY01<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     83000000 | PA      | $12026606.50  | 0.44%             | 2028-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.79000 04/07/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-25581.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-28883.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5           | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2622650000 | PA      | $45031356.80  | 1.64%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.71000 01/14/26-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $324802.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.54500 03/05/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $30187.56     | 0.00%             |  |  |  | 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        |       106066 | PA      | $104229.69    | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/29 8.65                | CUSIP: ACI2DBNY3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     37473564 | PA      | $3174868.29   | 0.12%             | 2029-02-13      | Fixed         | 8.65%                 | 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      | $54244.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $3780.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-33490.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $94311.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKHA6 PIMCO SWAPTION 6.6725 CALL ZAR 20260            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -95100000 | NC      | $-11.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.35000 02/06/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-199897.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.76768 11/03/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $401588.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.38500 02/06/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $113480.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/5.95000 08/23/21-10Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $350945.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-25296.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $2967.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $16679.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-17950.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                                     | WARWICK FINANCE RESIDENTIAL MO WARW 3A RRC 144A           | CUSIP: ACI0YB0R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |           68 | PA      | $14884.20     | 0.00%             | 2049-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $37996.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2313.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $22935.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-90318.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75     | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      5580000 | PA      | $2331324.00   | 0.08%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.25000 05/13/32-1Y (GLD) CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $6656.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-12Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $24975.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.19000 03/12/25-7Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $71353.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.82000 08/02/23-6Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-851159.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.27000 08/26/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $136131.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.26500 04/08/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $8370.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $68123.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.77250 04/10/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $415827.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.21500 03/18/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-3599.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $144447.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.34000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $32329.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.77000 07/18/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-2428199.07  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $29298.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300514                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $132794.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.88000 09/17/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-273306.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $85493.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                                      | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS               | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1282960 | PA      | $1698913.50   | 0.06%             | 2059-01-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360503 NIGERIA OMO BILL                                | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  16658100000 | PA      | $10469872.50  | 0.38%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260715                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $98972.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $1042490.83   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-160717.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-801496.02   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $9347.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-44373.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.56000 11/06/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-57595.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                  | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     17036858 | PA      | $165921960.51 | 6.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  18144277000 | PA      | $12494150.08  | 0.45%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $388.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $17956.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 6.23500 10/26/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-279912.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.67000 02/09/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-343264.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.89000 10/09/24-10Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-49131.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $86898.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP BRC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4251.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 04/31 7.35                  | CUSIP: ACI2DF128<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     49400000 | PA      | $11335349.21  | 0.41%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.57000 05/27/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $2294.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.43000 08/06/25-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $6040.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-145026.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.14500 04/09/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-220855.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $3311.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-19201.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $4601.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.31000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1052282.37  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.71500 02/26/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $243846.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-9950.94     | -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        |      1843729 | PA      | $1666487.74   | 0.06%             | 2037-05-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.74750 04/08/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-32298.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-14.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.98100 12/01/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-85233.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.97000 02/12/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $97249.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $65632.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.88500 02/04/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $199381.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-41879.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/35 8.5          | CUSIP: P75744AS4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  17574000000 | PA      | $2688717.25   | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2006-AA2                                                      | BCAP LLC TRUST BCAP 2006 AA2 A1                           | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       136200 | PA      | $128689.34    | 0.00%             | 2037-01-25      | Floating      | 4.13%                 | 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      | $-104227.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-29165.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $15440.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.905 12/05/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-154058.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA BP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-36435.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.39200 03/11/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-233404.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 3.95200 07/29/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-11638.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/10.75000 03/18/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $111768.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-366845.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                      | CUSIP: ACI30ZZH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   5942700000 | PA      | $4239166.19   | 0.15%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260616                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $28102.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-344164.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-29247.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.54500 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $83466.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-133002.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260626                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-33927.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $64780.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $152713.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-119351.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.55000 03/19/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $3189.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.17500 03/24/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-128391.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-40904.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000    | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1126910 | PA      | $1690.37      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $21608.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR        | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2880663 | PA      | $64814.92     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.73500 10/09/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-79403.50    | -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        |    202000000 | PA      | $3513427.67   | 0.13%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.65000 02/06/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $35852.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-14942.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.41500 08/12/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-171794.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 05/35 4.254                     | CUSIP: ACI1RLW28<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     28420000 | PA      | $7341330.30   | 0.27%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WAMU ASSET-BACKED CERTIFICATES 2007-HE3                                      | WAMU ASSET BACKED CERTIFICATES WMHE 2007 HE3 2A3          | CUSIP: 93364EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4127636 | PA      | $3740156.84   | 0.14%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS MYR 3.50000 09/16/26-2Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |            1 | NC      | $78400.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 09/34 27.7                  | CUSIP: ACI2RLVR2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    781900000 | PA      | $15612488.25  | 0.57%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $178723.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.61000 09/26/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $280164.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 10/35 8             | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    155600000 | PA      | $3891971.56   | 0.14%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SH99 PIMCO FXVAN PUT EUR CZK 24.04000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |       600000 | NC      | $325.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $81054.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $34427.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $394718.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.73 09/12/24-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-633709.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 07/29 4.13                 | CUSIP: ACI17H4J3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     65000000 | PA      | $16454680.17  | 0.60%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-7214.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20261007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-31134.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-410020.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-256363.40   | -0.01%            |  |  |  | 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      | $83070.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.79400 10/15/24-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $3680.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.05950 12/19/24-7Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-751466.40   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.07000 06/24/24-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $8518.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-188953.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-294.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-261347.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.97000 12/16/24-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $515161.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.82500 04/09/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-16120.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-265971.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2006-3                                          | BEAR STEARNS ASSET BACKED SECU BSABS 2006 3 M2            | CUSIP: 07388GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1052766 | PA      | $1040585.26   | 0.04%             | 2036-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.72000 02/12/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-408447.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-12112.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $42592.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-56981.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.36000 06/28/24-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $105124.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-20672.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.00000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-14568.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-98379.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         1027 | NS      | $23621.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-130837.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-207.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-157500.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10709000 | PA      | $10612846.57  | 0.39%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSKA5 PIMCO SWAPTION 7.49 CALL MXN 2026050            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    201600000 | NC      | $1724.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $86572.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-12839.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.77500 04/07/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-63876.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.2914 05/08/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-775530.93   | -0.03%            |  |  |  | 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      | $24439.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-915424.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.40500 05/14/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $107938.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.49500 02/11/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-485466.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.92000 03/06/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $146123.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                         | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                 | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       268730 | PA      | $391635.52    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  12692347000 | PA      | $8753521.45   | 0.32%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU BONDS REGS 08/33 7.3                     | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11700000 | PA      | $3677637.58   | 0.13%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $30602.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.34200 09/17/25-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-782886.79   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.73000 12/31/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $63927.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $461118.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.21000 11/03/25-9Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $2575.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 09/17/25-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2172.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBOBA4 PIMCO SWAPTION 7.92 PUT MXN 20260422            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -190200000 | NC      | $-116763.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-4963.85     | -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      | $-6732.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-14181.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                         | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.10         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 04/34 4.9                     | CUSIP: ACI2FQHN9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    235090000 | PA      | $11160998.31  | 0.41%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $17718.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $790.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-4720.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 03/18/26-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $55896.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-276650.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $32244.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $6143.93      | 0.00%             |  |  |  | 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        |       152367 | PA      | $142897.78    | 0.01%             | 2034-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $14435.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-28765.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.67 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $151.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $2323.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.65500 03/19/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-59522.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.25900 08/08/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-70488.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2007-3                                      | THORNBURG MORTGAGE SECURITIES TMST 2007 3 3A1             | CUSIP: 88522XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       104077 | PA      | $91156.14     | 0.00%             | 2047-06-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1096451.43  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-855878.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260518                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-290919.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.07589 06/30/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-3705957.12  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.00000 11/05/24-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-390033.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20270125                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $516138.90    | 0.02%             |  |  |  | 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        |        96123 | PA      | $8266.58      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-54842.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.21000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $263.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                       | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5           | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        39502 | PA      | $36250.65     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-1727.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.513 08/06/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $703989.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260824                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $133408.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 06/42 7.125                    | CUSIP: BP5FPDII2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   6871000000 | PA      | $410998.56    | 0.01%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND BONDS 07/55 1.9                     | CUSIP: BPK5XDII8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     70300000 | PA      | $9217703.60   | 0.34%             | 2055-07-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-13476.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.36500 04/09/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-6210.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $949612.98    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.22000 09/02/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $321172.04    | 0.01%             |  |  |  | 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        |      5000000 | PA      | $5054250.60   | 0.18%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-12237.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND UNSECURED 09/50 3.81                | CUSIP: ACI1RLL61<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     48180000 | PA      | $8846925.39   | 0.32%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.59800 09/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-195204.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 02/05/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-155256.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-10325.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.27000 03/19/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-17110.47    | -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      | $1879.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $7236.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.5175 05/14/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $155650.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $44124.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-WMC1                                        | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1          | CUSIP: 59020UQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1412485 | PA      | $1395896.34   | 0.05%             | 2035-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-SEA1                                                        | GSAMP TRUST GSAMP 2007 SEA1 A 144A                        | CUSIP: 3622MLAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       746566 | PA      | $744950.72    | 0.03%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-6072.91     | -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      | $22806.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.50000 11/13/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $81435.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-20145.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.54510 11/25/24-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-235390.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 10/26 0.00000                | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    139300000 | PA      | $25193875.42  | 0.92%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $62913.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $865325.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS SEK 2.29800 10/07/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |            1 | NC      | $-292985.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | ZAMBIA GOVERNMENT BOND BONDS 01/31 23                     | CUSIP: ACI2NDJB3<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     16497000 | PA      | $1104268.21   | 0.04%             | 2031-01-22      | Fixed         | 23.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-4563.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $4080.49      | 0.00%             |  |  |  | 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      | $-306272.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-1728.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-26597.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 04/37 4.762                     | CUSIP: ACI0TJ8B0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9554000 | PA      | $2567168.53   | 0.09%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXKA4 PIMCO SWAPTION 3.93 PUT CZK 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -61100000 | NC      | $-144127.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/6.88000 10/27/25-2Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-315347.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.29000 01/22/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-163784.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.31000 10/02/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $193054.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 4.79000 01/17/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-690032.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $6882.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75                 | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    134700000 | PA      | $7201778.24   | 0.26%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $29198.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-84523.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $164632.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOGOTA DISTRITO CAPITAL (AKA: SANTA FE DE BOGOTA DC)                         | SANTA FE DE BOGOTA D.C. SR UNSECURED 144A 11/35 13.140    | CUSIP: 097230AC0<br>LEI: 529900L83GNDA0PLHT11 | Long             | DBT              | NUSS              | CO        |  50688000000 | PA      | $13613384.05  | 0.49%             | 2035-11-05      | Fixed         | 13.14%                | 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        |      9550000 | PA      | $186773.31    | 0.01%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1467.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260601                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1847.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 08/29 11                       | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 278041900000 | PA      | $70102902.96  | 2.55%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $30292.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1834.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.76000 11/21/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1144142.14  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.94 06/18/24-01/03/33 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-234401.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.84 02/02/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1860877.57   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-42527.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $297724.04    | 0.01%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.44000 11/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $163793.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $34183.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/10.72000 03/18/26-9Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $156036.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $15435.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 06/38 7.125                    | CUSIP: ACI28Q5P5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  86770000000 | PA      | $5184602.59   | 0.19%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         9245 | NS      | $212635.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360529 NIGERIA OMO BILL                                | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |  16715200000 | PA      | $10473949.33  | 0.38%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.43 06/12/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-225214.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $86083.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.31000 11/07/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-201662.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-118969.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $3041.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXIA7 PIMCO SWAPTION 4.38 PUT PLN 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -27500000 | NC      | $-298034.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $402.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260708                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-140574.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-96724.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.53400 03/21/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $138183.04    | 0.01%             |  |  |  | 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        |       159507 | PA      | $128299.52    | 0.00%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $73154.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26       | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     65500000 | PA      | $3791050.27   | 0.14%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZMW BOUGHT USD 20260709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-23258.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/33 9.25                | CUSIP: ACI2DBPJ4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10429515 | PA      | $786064.08    | 0.03%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.47 08/22/25-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-87124.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $69143.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $95488.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-37043.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6             | CUSIP: ACI2FK1C3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  13210000000 | PA      | $14674957.14  | 0.53%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-317.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.68 06/05/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-153482.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-127830.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.31000 03/21/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-289735.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NZD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $7777.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/44 8.75                 | CUSIP: BPXR8CII6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     50100000 | PA      | $2689508.04   | 0.10%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $4568.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-20Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $323309.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $40034.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5720000 | PA      | $2745600.00   | 0.10%             | 2027-09-15      | Fixed         | 9.25%                 | 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        |     56200000 | PA      | $17522629.96  | 0.64%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $33160.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                              | ANGEL OAK MORTGAGE TRUST AOMT 2021 1 A1 144A              | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2234527 | PA      | $1991949.75   | 0.07%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $63405.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000    | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       563454 | PA      | $1972.09      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $606.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.75250 04/22/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-161826.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-206.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SGV1 PIMCO FXVAN CALL EUR GBP 0.88500000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     39034100 | NC      | $113831.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-864.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-12164.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-52024.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                          | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2            | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       128156 | PA      | $34021.94     | 0.00%             | 2046-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-138998.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 5.89000 05/09/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-326228.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+62/IN0020250075 MBC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-208134.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 03/18/26-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-69410.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $13354.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-35745.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                               | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000       | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     19470000 | PA      | $15245788.80  | 0.55%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.04000 09/22/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $246639.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $70775.79     | 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        |      4800000 | PA      | $4873628.58   | 0.18%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $56606.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPWA8 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    262500000 | NC      | $3082.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.357 10/03/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $623469.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.44500 12/22/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-78224.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ECUADOR LA SP JPM                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $263419.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.77000 03/10/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-18710.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+65/IN0020230051 SCX                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-1451326.13  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $570605.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          123 | NC      | $-96481.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.91000 08/22/23-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-59777.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.34 03/09/26-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $233316.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-38210.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-122549.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.70000 06/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-86800.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPXA7 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -262500000 | NC      | $-174.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.41000 11/10/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-226063.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FISH POND RE LTD                                                             | FISH POND RE LTD UNSECURED 144A 01/27 VAR                 | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       550000 | PA      | $557975.00    | 0.02%             | 2027-01-08      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.52 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-63209.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-62528.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $288441.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-19004.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-122059.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-25025.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-99434.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000    | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1408637 | PA      | $1831.23      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $148278.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000    | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       704350 | PA      | $1408.70      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.36000 09/17/25-3Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1809854.01   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/4.13500 12/05/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |            1 | NC      | $-10521.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $23499.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |            1 | NC      | $2080603.31   | 0.08%             |  |  |  | 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        |       154380 | PA      | $151707.23    | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.5242 02/04/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-367248.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GHS SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-14406.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-14.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.82000 04/09/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-18545.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 15.0359 01/24/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $396715.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-16974.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260703                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-61780.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-185124.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $16198.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.16000 07/06/23-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-10844.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.87000 10/17/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-56454.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS SR SECURED 12/32 0.00000                   | CUSIP: 531711II2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    363100000 | PA      | $8999958.56   | 0.33%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $186995.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.64500 02/01/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-466023.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBI4A5 PIMCO SWAPTION 3.69 CALL CZK 2026040            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    610300000 | NC      | $2.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBZ2A9 PIMCO SWAPTION 6.51 PUT ZAR 20260526            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -94200000 | NC      | $-283064.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-1418.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.81000 06/20/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $32188.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                   | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7      | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     15000000 | PA      | $4586338.69   | 0.17%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-171994.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $250748.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.34900 03/06/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $133749.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 03/38 4.662                | CUSIP: ACI290258<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12800000 | PA      | $3423723.39   | 0.12%             | 2038-03-31      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-201795.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MERRILL LYNCH REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -603631219 | PA      | $-35712623.44 | -1.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.80000 06/18/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $226394.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.36000 04/26/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $79801.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 07/30 4.5                    | CUSIP: ACI2WT2K6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    207800000 | PA      | $54540082.97  | 1.98%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $93861.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-257554.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.38100 01/12/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-72602.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.77500 12/19/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-259748.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.58000 10/25/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-475860.64   | -0.02%            |  |  |  | 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        |      1000000 | PA      | $334800.00    | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $117179.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.08586 01/13/25-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-409902.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.589 06/02/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $255742.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.23000 03/18/26-3Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $183011.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.13000 06/03/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-147411.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-7145.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-7388.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/31 8.95                | CUSIP: ACI2DBP54<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        27648 | PA      | $2171.01      | 0.00%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-417732.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.43000 11/21/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $970842.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKKA2 PIMCO SWAPTION 7.6 PUT MXN 20260408             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -113100000 | NC      | $-138798.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $9921.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS CAPITAL                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -45899124 | PA      | $-12401169.41 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-30751.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $33521.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $47159.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.38800 11/15/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $136152.62    | 0.00%             |  |  |  | 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        |      1300000 | PA      | $1378104.00   | 0.05%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.15500 09/17/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1058953.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-88999.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.06000 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-29284.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/4.15500 01/15/21-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $2592080.34   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                | THAILAND GOVERNMENT BOND SR UNSECURED 06/40 2.7           | CUSIP: ACI2SCV91<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    789390000 | PA      | $23570160.96  | 0.86%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $17673.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 07/53 8                     | CUSIP: ACI26RR14<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    526870000 | PA      | $24381296.55  | 0.89%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.50500 03/16/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $1276.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-6751.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.36000 05/18/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-22485.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-162466.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 3.96150 05/06/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-27788.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                       | TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL              | CUSIP: BA0008CR7<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | LON              | CORP              | TR        |      1600000 | PA      | $1841259.54   | 0.07%             | 2028-12-15      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15             | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     18800000 | PA      | $5649778.44   | 0.21%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $15465.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RH91 PIMCO FXVAN PUT USD ZAR 17.00000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -70417905 | NC      | $-2253302.54  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 07/30 34.1                  | CUSIP: ACI2YZ1J4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    494500000 | PA      | $10672356.07  | 0.39%             | 2030-07-10      | Fixed         | 34.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.34000 01/08/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $418926.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-464634.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-152336.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-173074.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.85000 12/16/24-9Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $42091.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.25000 03/03/25-4Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-51538.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-13227.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.38800 08/09/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-132598.59   | -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      | $-624374.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $150667.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2756.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $27884.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $10242.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-80890.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-391228.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-95411.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.99000 11/25/24-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $2014188.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 01/31 6.5                      | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 131848775718 | PA      | $34414229.87  | 1.25%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJNA2 PIMCO SWAPTION 4.23 CALL PLN 2026041            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -10600000 | NC      | $-1.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 07/31 7.65                  | CUSIP: ACI2V5CB8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     19100000 | PA      | $4430070.62   | 0.16%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.14000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-551234.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.37000 01/02/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $301038.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 1.46000 05/28/21-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-26543.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7311.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-987938.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.39500 03/10/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $16901.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $44407.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBI5A4 PIMCO SWAPTION 3.95 PUT CZK 20260408            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -610300000 | NC      | $-556660.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-5030.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $14532.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 05/52 5.357                | CUSIP: ACI25PGD5<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5700000 | PA      | $1694430.23   | 0.06%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SAR SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $20315.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $163977.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.06500 01/17/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $809745.49    | 0.03%             |  |  |  | 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        |  24011000000 | PA      | $3638790.38   | 0.13%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.74000 09/26/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-81477.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $73660.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.45000 02/24/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $94465.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $31847.85     | 0.00%             |  |  |  | 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      | $20217.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.044 01/04/24-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1484777.46  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-24540.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 8.70000 01/16/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-529427.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5802.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 06/32 1.75                    | CUSIP: ACI1X98N9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     61300000 | PA      | $2446826.54   | 0.09%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVYA3 PIMCO SWAPTION 3.925 CALL PLN 202605            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     26900000 | NC      | $178.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                      | CUSIP: ACI307771<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1653300000 | PA      | $1185485.58   | 0.04%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-12                                       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 12 1A1A         | CUSIP: 41161PVF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       286581 | PA      | $132054.45    | 0.00%             | 2035-10-19      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260624                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $646.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.923 04/22/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $8174.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-83570.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260921                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $278982.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $38130.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.72500 06/10/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-61906.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $97088.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RIG4 PIMCO FXVAN CALL USD HKD 7.85000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -86100000 | NC      | $-34870.50    | -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        |       489116 | PA      | $475579.75    | 0.02%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $200787.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.48000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $104214.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-43892.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-15773.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.68500 03/10/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $20959.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/39 9.875                | CUSIP: ACI30R199<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    216900000 | PA      | $13036367.76  | 0.47%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $12743.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20261228                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-25513.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-42697.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | DEUTSCHE BANK AG 07/34 8.01                               | CUSIP: ACI2PXCZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1700000000 | PA      | $17012255.93  | 0.62%             | 2034-07-18      | Fixed         | 8.01%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS THB THORON/1.50000 09/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |            1 | NC      | $182836.53    | 0.01%             |  |  |  | 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      | $302220.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260605                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $9777.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $81217.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-572.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.9271 05/08/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1014841.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 09/17/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-100831.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS BANK REV REPO REVERSE REPO                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | CZ        |    -52726110 | PA      | $-2488499.63  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.71000 10/29/25-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $85925.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.36000 03/09/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $63787.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $11770.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260527                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-2704.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SH81 PIMCO FXVAN PUT EUR CZK 24.04000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      9635000 | NC      | $5223.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4670.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.64750 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $9291.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995             | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      6000000 | PA      | $7099255.17   | 0.26%             | 2030-11-21      | Fixed         | 5.50%                 | 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        |      7300000 | PA      | $8481104.18   | 0.31%             | 2027-03-05      | Floating      | 5.18%                 | No            |                  3 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET/SOUTH AFRICA GOVT GUARANT REGS 03/29 10          | CUSIP: 565692II3<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    103000000 | PA      | $5921451.05   | 0.22%             | 2029-03-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.30600 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-156662.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-87383.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG46 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-580610.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-3844.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $26588.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3741.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.21500 11/14/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-116794.63   | -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      | $-18600.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $24746.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $110311.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-7120.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.15000 03/19/25-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-590014.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.13500 01/02/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $177704.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $13242.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.77100 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $152407.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.78750 12/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-989275.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $2635.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $1040624.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $10338.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.35000 11/14/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $104676.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1              | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290502                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $322357.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                       | REALKREDIT DANMARK COVERED REGS 10/53 1.5                 | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.19         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.18000 06/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $36005.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.16000 11/26/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $155165.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBZ1A0 PIMCO SWAPTION 6.51 CALL ZAR 2026052            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -94200000 | NC      | $-973.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                              | OI S A 2024 FIXED TERM LOAN 1                             | CUSIP: BA0006862<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |       511482 | PA      | $5114.82      | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5          | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        23683 | PA      | $2036.74      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 6.052/US SOFR SCX                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-14432.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260730                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $307249.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.65000 03/13/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-66253.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $807.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 02/34 6.625                    | CUSIP: ACI2JC442<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  86832000000 | PA      | $5049688.66   | 0.18%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.77000 06/10/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-182894.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-122289.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA BP BRC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-7267.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.56 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-11879.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1897317.52  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                                     | WARWICK FINANCE RESIDENTIAL MO WARW 3A PRC 144A           | CUSIP: ACI0YB0Q6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |           68 | PA      | $702069.38    | 0.03%             | 2049-12-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.22000 03/21/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-165501.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $7620.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CNY 1.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |            1 | NC      | $-784502.01   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $16586.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.47500 07/31/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $107344.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260605                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-38.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $73139.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.84 01/24/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1550632.91  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $20504.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM2                                                         | GSAMP TRUST GSAMP 2007 FM2 A2B                            | CUSIP: 3622MHAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       835146 | PA      | $514188.24    | 0.02%             | 2037-01-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.175 06/24/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-196810.69   | -0.01%            |  |  |  | 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        |     79100000 | PA      | $24906305.35  | 0.91%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJ6A1 PIMCO SWAPTION 3.7275 PUT ILS 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -10100000 | NC      | $-71566.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.05000 10/03/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-20502.62    | -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      | $369125.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $3341.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.26000 12/26/24-3Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1396434.96   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-314.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $18365.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 9.29000 05/26/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-332116.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/21/23-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $691446.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.06353 10/24/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-830797.90   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 2.68000 06/29/21-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-2909744.97  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $180142.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 5.44000 01/15/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $204318.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-23897.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RED DORSAL FINANCE LIMITED                                                   | RED DORSAL FINANCE LTD SR SECURED REGS 10/31 5.875        | CUSIP: ACI2M4PD3<br>LEI: 549300H17HKT8TQIAQ77 | Long             | DBT              | CORP              | KY        |      1227984 | PA      | $1210864.50   | 0.04%             | 2031-10-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260708                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $51612.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $4558.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.64500 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-37097.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.28725 11/25/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $53007.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001              | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      5250000 | PA      | $6253658.27   | 0.23%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-11998.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260730                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $888679.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.63000 09/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-90231.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-700430.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 07/46 11.5                     | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8361300000 | PA      | $2017122.51   | 0.07%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $30542.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260727                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $132749.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP R 3.83000 05/22/19-10Y GLM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-270086.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.56550 07/30/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $92751.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-29993.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.58000 09/12/25-3Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $16999.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20310114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $165272.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.21000 06/26/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $178499.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-6379.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-47557.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.44000 09/19/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-38958.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-1530.38     | -0.00%            |  |  |  | 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        |       308159 | PA      | $297706.78    | 0.01%             | 2036-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $18768.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-197454.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                                       | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A     | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         8600 | PA      | $5755.38      | 0.00%             | 2037-07-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-158629.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.36000 08/12/25-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-48480.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.68000 12/12/24-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $64953.66     | 0.00%             |  |  |  | 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      | $10039570.00  | 0.36%             | 2029-04-12      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-7754.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.22000 07/03/23-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-28935.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.39300 10/16/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $233849.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $5066.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260720                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-141998.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-618.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO HSBC BANK PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -836377190 | PA      | $-49483799.37 | -1.80%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.77000 11/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-403964.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.19000 11/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $780286.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.68000 01/29/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-198342.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-39427.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $8064.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.2128 02/18/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $88187.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.63500 03/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |            1 | NC      | $-129589.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                  | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    496600000 | PA      | $27430721.02  | 1.00%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260603                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $12037.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-19251.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.30000 12/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-477753.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.15200 04/25/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1369612.78  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-154524.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.995 02/28/25-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $191264.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBG6A7 PIMCO SWAPTION 6.64 PUT ZAR 20260402            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -103800000 | NC      | $-267168.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $92283.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 05/32 4.5                   | CUSIP: ACI232XN7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2044200000 | PA      | $5349158.36   | 0.19%             | 2032-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RIV1 PIMCO FXVAN CALL USD HKD 7.80000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     29800000 | NC      | $42852.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $166961.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $31477.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.62250 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-21682.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-6394.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.36500 11/28/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-374005.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                       | ICBC STANDARD BANK PLC SR UNSECURED 144A 09/29 20         | CUSIP: 85312EER0<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 165827000000 | PA      | $13598830.92  | 0.49%             | 2029-09-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-40725.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.47000 04/08/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-919454.77   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                                          | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2           | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        36254 | PA      | $32419.79     | 0.00%             | 2045-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR        | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1586321 | PA      | $31726.42     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.80000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1221765.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                    | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    415250000 | PA      | $24276833.42  | 0.88%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.35000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1015828.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $46193.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $47566.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $3602218.28   | 0.13%             |  |  |  | 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        |        19049 | PA      | $18215.46     | 0.00%             | 2046-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.0564 09/05/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1041436.23  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TANZANIA GOVT                                                                | TANZANIA EUR TERM LOAN                                    | CUSIP: 938RLZII0<br>LEI: 254900CT4YQ6JKSEXB51 | Long             | LON              | NUSS              | TZ        |      2000000 | PA      | $2329038.19   | 0.08%             | 2028-04-26      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-187027.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.08000 06/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-48169.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.73000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-10537.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.49000 01/09/26-3Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $54186.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.15000 01/06/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $58951.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-16316.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $1414.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO7A9 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -281500000 | NC      | $-40.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.34800 03/05/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $91591.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $208.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-39310.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.73000 02/16/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $55352.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 5.982/US SOFR BOA                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-26517.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260511                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $62047.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $2402.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $18592.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $25964.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5            | CUSIP: 929FKUII9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     54200000 | PA      | $3024531.16   | 0.11%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP BRC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-5877.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1+24/9.29* 12/29/25-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $68887.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-14883.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 01/35 11.75                    | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 239837700000 | PA      | $59464394.35  | 2.16%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 07/35 6.75                     | CUSIP: 955MBXII5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  63628000000 | PA      | $3725689.06   | 0.14%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND BONDS 11/34 2.04                    | CUSIP: BS1HX9II6<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     36090000 | PA      | $5354518.49   | 0.19%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.75500 09/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-300445.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                | THAILAND GOVERNMENT BOND BONDS 06/42 2                    | CUSIP: ACI1SGHJ8<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     12880000 | PA      | $338910.37    | 0.01%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-60.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP R 4.31850 05/22/24-5Y GLM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-231541.84   | -0.01%            |  |  |  | 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      | $-9359.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.11000 12/30/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-381512.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.77700 10/15/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-91740.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $43752.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $321937.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         9571 | NS      | $220133.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $6294.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-263406.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-324720.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.72250 12/01/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $531617.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.69000 11/04/21-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-29361.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-9932.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260720                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $98654.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.52250 12/01/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-209760.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.22300 02/04/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-171690.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $100173.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $14119.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-994.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.57400 03/10/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $53071.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 06/50 4.065                     | CUSIP: ACI1N27G1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13699000 | PA      | $3376267.25   | 0.12%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.5643 03/09/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-72392.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.34000 12/12/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $80639.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $569647.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 5.62/US SOFR CBK                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $1504753.31   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.40000 07/03/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $64084.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.49000 09/01/22-10Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $5145.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPIA4 PIMCO SWAPTION 3.69 CALL ILS 2026050            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -9700000 | NC      | $-1349.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.815 03/13/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1194922.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-83809.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-3928.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $535001.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                       | ICBC STANDARD BANK PLC SR UNSECURED 144A 12/29 20         | CUSIP: ACI37D938<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  61608000000 | PA      | $5052233.81   | 0.18%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -29800000 | NC      | $-12069.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.235 01/08/26-01/02/35 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-558489.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4061.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-2136.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $24294.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.06500 11/24/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $274781.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-42775.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $36843.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.235 04/10/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-677019.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.54000 08/09/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $564449.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-9571.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.28500 03/19/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $25039.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.96250 11/27/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-86270.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $166009.74    | 0.01%             |  |  |  | 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        |      2325000 | PA      | $2681082.18   | 0.10%             | 2027-08-23      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.52200 01/29/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-197182.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                                      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1          | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        72372 | PA      | $62751.84     | 0.00%             | 2036-02-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 2.42000 08/02/21-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-135098.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-8519.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.26000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-152617.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.05000 07/19/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $9324.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-188901.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR        | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       648187 | PA      | $16204.68     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/20/23-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-177964.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4              | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     38400000 | PA      | $10484163.34  | 0.38%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $563.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.28000 12/26/24-3Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $805797.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-70904.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $163108.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $1855001.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-61804.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.06000 03/18/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $1732.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-3552700.35  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-478.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260701                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-15172.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $47873.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4483.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-421628.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-166886.65   | -0.01%            |  |  |  | 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        |  25202000000 | PA      | $3855755.78   | 0.14%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.10000 02/08/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $247430.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       900000 | PA      | $896726.25    | 0.03%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-79233.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1474021 | PA      | $-1491112.58  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82               | CUSIP: ACI2G7SL2<br>LEI: 300300C1020111000029 | Long             | DBT              | CORP              | CN        |    127180000 | PA      | $19661701.77  | 0.71%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $8519.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 3.73100 07/20/21-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $222865.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $50480.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4     | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   6094500000 | PA      | $13103392.29  | 0.48%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $12346.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA SR UNSECURED 04/29 2.25              | CUSIP: ACI1N5XG5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  17305063160 | PA      | $4090112.08   | 0.15%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-198315.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $154574.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-376.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-596930.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.6 06/18/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1084598.09   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $14.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $8153.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RH83 PIMCO FXVAN CALL USD HKD 7.85000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -54800000 | NC      | $-22139.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260821                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-163176.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.72500 12/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-512380.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.37000 01/27/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-217310.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $19261.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $474200.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $83637.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AZN SOLD USD 20271029                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2713.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $99.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GHS SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7973.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-WF1                                        | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 WF1 A6            | CUSIP: 65537BAF7<br>LEI: N0RUIPD25XQCBR0TK507 | Long             | ABS-MBS          | CORP              | US        |      7543357 | PA      | $1884295.09   | 0.07%             | 2036-06-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8           | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  38705000000 | PA      | $42553520.39  | 1.55%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 05/31 7.75                  | CUSIP: 975UCXII2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    433000000 | PA      | $23047592.48  | 0.84%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $17370.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261207                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4784.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.99900 11/14/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $25818.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKJA4 PIMCO SWAPTION 7.6 CALL MXN 20260408            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -113100000 | NC      | $-6.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260922                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $102273.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-30479.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO HSBC BANK PLC                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |   -102327612 | PA      | $-27645120.34 | -1.00%            |  |  |  | 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        |        12666 | PA      | $11518.91     | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-215843.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-102622.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.56000 08/23/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $44998.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 07/26 0.00000                               | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7562000 | PA      | $7478178.40   | 0.27%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.07500 03/19/25-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $200381.45    | 0.01%             |  |  |  | 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        |       966477 | PA      | $967648.16    | 0.04%             | 2035-12-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR        | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1912013 | PA      | $38240.26     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.69900 03/10/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |            1 | NC      | $49808.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-29.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-2440.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-1696844.13  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-1852.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.23000 11/17/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $29207.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $15024.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-288222.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $7620.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-175492.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBNFA2 PIMCO SWAPTION 6.61 CALL ZAR 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -99800000 | NC      | $-391.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A          | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         3605 | PA      | $3376.49      | 0.00%             | 2034-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $563.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.66000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-33717.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.79000 04/09/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-27066.49    | -0.00%            |  |  |  | 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        |       742577 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                    | CUSIP: 989RJPII3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    137327000 | PA      | $7606233.83   | 0.28%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $227388.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $22266.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.81000 01/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3270.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $17619.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 06/38 4.893                     | CUSIP: ACI136ZL2<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     19470000 | PA      | $5294118.52   | 0.19%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.86000 06/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $145578.64    | 0.01%             |  |  |  | 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      | $132886.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.76700 10/17/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-246545.24   | -0.01%            |  |  |  | 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        |         1192 | PA      | $1137.19      | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.25000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-152334.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $31102.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD RON BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $-11957.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                  | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    655200000 | PA      | $11802371.25  | 0.43%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.99400 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-25819.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.17000 04/01/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $10219.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PKR BOUGHT USD 20260611                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-8299.95     | -0.00%            |  |  |  | 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      | $182975.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-47615.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $70803.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-17217.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.00000 03/18/26-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $1494607.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX IG45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-2533196.99  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | PHILIPPINE GOVERNMENT BONDS 02/29 6.25                    | CUSIP: BSHRBXII8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2639780000 | PA      | $43201574.88  | 1.57%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.07900 10/22/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-121203.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-67222.21    | -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        |     16300000 | PA      | $366808.23    | 0.01%             | 2026-05-20      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $19312.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 04/35 3.612                | CUSIP: ACI2WT606<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      9470000 | PA      | $2340275.80   | 0.09%             | 2035-04-30      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-2126020.36  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $74316.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-67873.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.27 06/23/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $223679.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $44636.55     | 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      | $-17529.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                                       | CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63               | CUSIP: ACI2MPQS2<br>LEI: 300300C1020111000029 | Long             | DBT              | CORP              | CN        |    196720000 | PA      | $30093188.04  | 1.09%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-9227.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.6021 06/05/23-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-859756.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 7.84000 02/07/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-197899.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                         | JYSKE REALKREDIT A/S COVERED 10/53 1.5                    | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.15         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-16870.49    | -0.00%            |  |  |  | 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        |     63300000 | PA      | $1298431.42   | 0.05%             | 2034-02-10      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $5878.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSDA3 PIMCO SWAPTION 3.6 PUT MYR 20270317             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    178800000 | NC      | $373952.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA 2024 TERM LOAN A                        | CUSIP: BA000C8P7<br>LEI: 549300VVURQQYU45PR87 | Long             | LON              | NUSS              | KE        |      2250000 | PA      | $2229930.77   | 0.08%             | 2028-04-05      | Floating      | 9.19%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-1183230.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP P 6.62000 09/20/22-10Y GLM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-278520.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS SEC INC 2004-HE2                                            | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE2 M1          | CUSIP: 07384YQY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       382313 | PA      | $408971.38    | 0.01%             | 2034-03-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-17045.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-158.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                | THAILAND GOVERNMENT BOND BONDS 06/46 2.875                | CUSIP: ACI0NHH46<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     23000000 | PA      | $653177.68    | 0.02%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-163317.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP BRC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $25158.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.06500 04/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-7318.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 05/28 13.489   | CUSIP: ACI2RQX40<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    872000000 | PA      | $1711612.26   | 0.06%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15             | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    158200000 | PA      | $47542284.55  | 1.73%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                       | REALKREDIT DANMARK COVERED REGS 10/53 1.5                 | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.16         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-126227.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 07/33 9.75          | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     40300000 | PA      | $1101351.56   | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $482874.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA          | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2080512 | PA      | $1977815.52   | 0.07%             | 2037-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000    | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1408637 | PA      | $1549.50      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.73583 06/13/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1507718.83   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.75000 08/02/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $162086.30    | 0.01%             |  |  |  | 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        |      8287096 | NS      | $94061.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.76000 04/09/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-14870.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP P 5.05000 03/18/26-5Y BOA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $4141.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1         | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        22778 | PA      | $21094.39     | 0.00%             | 2036-12-25      | Floating      | 4.26%                 | 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        |       750000 | PA      | $386250.00    | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 07/55 3.917                     | CUSIP: ACI2YV542<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3530000 | PA      | $843442.45    | 0.03%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.31900 11/03/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $66708.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260708                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $79742.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | SERBIA TREASURY BONDS BONDS 08/32 4.5                     | CUSIP: ACI1K5CK2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    345400000 | PA      | $3301406.29   | 0.12%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-19563.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $47323.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2628885.36   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $-237978.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-1878.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.35600 10/17/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-125609.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $118759.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-41944.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-310.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-15903.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.25500 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $7793.82      | 0.00%             |  |  |  | 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      | $132794.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.66000 02/19/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $42082.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSMA3 PIMCO SWAPTION 7.82 PUT MXN 20260505            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -201600000 | NC      | $-175881.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RSD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $6295.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.81000 02/16/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $83519.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.64000 03/19/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-74523.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-131826.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US LONG BOND(CBT) JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           -5 | NC      | $19916.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.12500 05/20/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $196901.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-88783.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-6912.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SEK BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $-2197.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-11223.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.35 06/05/25-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $82829.86     | 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      | $22867.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.36000 03/19/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $14556.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6         | CUSIP: ACI2XSL83<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    117700000 | PA      | $34535795.86  | 1.26%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-9106.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $156770.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.50000 09/16/26-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $219090.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-127767.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $88023.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.58240 04/08/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-246472.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPYA6 PIMCO SWAPTION 7.92 PUT MXN 20260428            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -262500000 | NC      | $-171708.07   | -0.01%            |  |  |  | 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      | $132389.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $226282.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.6025 06/18/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1258488.94   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.5225 07/10/24-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1138746.31  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5             | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  10675000000 | PA      | $11468715.86  | 0.42%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.00000 09/16/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $56692.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1700000 | PA      | $1689440.49   | 0.06%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HUF SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $984.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-11432.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $13462.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $8744.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-32956.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $24528.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.48000 03/19/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-47170.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HKD SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |            1 | NC      | $-184.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25                 | CUSIP: B1W32LII9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    434700000 | PA      | $20649807.43  | 0.75%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 11/47 8                     | CUSIP: ACI0SZJH0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    502900000 | PA      | $23531331.59  | 0.86%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS FINANCE CO                                    | CORPTB9D9                                                 | CUSIP: 954VMHII9<br>LEI: 549300L0OOCR1ME5E729 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2145902.35   | 0.08%             | 2034-11-15      | Floating      | 7.11%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA BP BRC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-54406.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.93300 10/28/25-4Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1249015.05   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | ZAMBIA GOVERNMENT BOND BONDS 01/29 22                     | CUSIP: ACI2NDJF4<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3100000 | PA      | $189616.26    | 0.01%             | 2029-01-22      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-12421.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-13861.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-168908.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.83243 03/13/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1081576.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $2019366.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 02/33 7                        | CUSIP: ACI27NC59<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 125399000000 | PA      | $7464245.52   | 0.27%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-2152.18     | -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      | $484747.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.56 08/07/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $544457.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-6620.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $27261.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.43000 02/04/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-200106.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.35 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-43124.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625         | CUSIP: 25714PES3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     12450000 | PA      | $243489.82    | 0.01%             | 2033-02-03      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-359626.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.0601 10/23/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $797401.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.15000 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-48466.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.37000 08/26/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-185976.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1241.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                         | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.22         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.13000 04/09/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $642908.44    | 0.02%             |  |  |  | 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        |         6783 | PA      | $6683.66      | 0.00%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $17755.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.29900 06/10/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-12894.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-64559.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.37500 11/27/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $168057.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.49500 02/10/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-133252.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261211                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3390.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.0405 01/27/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-882677.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.09100 02/23/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-328030.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+65/IN0020250042 SCX                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-34944.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $2063484.80   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $9550.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $8505.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $118495.96    | 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      | $-20001.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1753.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-5377.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.14000 10/27/25-9Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $29465.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.82000 02/20/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-115057.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260527                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-134324.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260914                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $60250.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/6.8818* 10/24/25-2Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-446052.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.52000 08/13/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $497934.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.31000 09/02/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-244318.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-R2                                               | COUNTRYWIDE HOME LOANS CWHL 2004 R2 1AF1 144A             | CUSIP: 12669UCB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        98976 | PA      | $94495.42     | 0.00%             | 2034-11-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5            | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20         | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-83893.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20261120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-29197.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260529                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $2068534.38   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/18/25-9Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $30971.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.1325 06/03/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $931737.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-1585.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.25000 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $5108.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.67600 01/09/26-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $14572.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 08/36 2                      | CUSIP: ACI2PWBD3<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     32265354 | PA      | $7810541.57   | 0.28%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    643400000 | PA      | $14427691.77  | 0.52%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.45000 06/06/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-16147.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $1152.53      | 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        | 117643900000 | PA      | $31181485.83  | 1.13%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $28167.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.27500 03/02/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $137153.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 07/34 7.1                   | CUSIP: ACI2LJYT6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     58900000 | PA      | $13274450.70  | 0.48%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/42 10.125               | CUSIP: ACI30STQ9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     37400000 | PA      | $2265030.42   | 0.08%             | 2042-03-31      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 04/39 8.375                    | CUSIP: ACI17F2F7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  62230000000 | PA      | $4100197.00   | 0.15%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-11822.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.16100 03/03/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-407358.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 03/19/25-9Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-351794.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | FWD0Z35A9 COLOMBIA GOVT NDF                               | CUSIP: 990ADDDU8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        | 120260900000 | PA      | $29786440.94  | 1.08%             | 2035-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-17158.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.79000 06/10/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-121067.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-430482.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-134426.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                   | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     27000000 | PA      | $607675.43    | 0.02%             | 2026-08-19      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260824                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $153426.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-60194.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.31 03/11/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $306482.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.52400 02/16/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $1066484.86   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET/SOUTH AFRICA GOVT GUARANT REGS 04/28 13.5        | CUSIP: 546493II0<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      1800000 | PA      | $116377.77    | 0.00%             | 2028-04-18      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $120769.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.14000 11/16/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-47402.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $4974.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-8898.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260518                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4704.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $236545.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $8564.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                      | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5            | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260514                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-43942.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-1150260.20  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-58352.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $20738.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.27000 06/16/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-29098.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260921                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $67877.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.49 08/22/24-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-621865.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.35500 02/05/24-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $292932.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $8409.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-16342.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $8220.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEXICAN UDIBONOS BONDS 08/34 4                            | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       128266 | PA      | $6683.51      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HLDG S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         1063 | NS      | $24449.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $-204733.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.93000 11/04/24-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-257692.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260601                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $20870.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJOA1 PIMCO SWAPTION 4.23 PUT PLN 20260413            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -10600000 | NC      | $-141658.00   | -0.01%            |  |  |  | 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      | $-5188.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) | BANQUE OUEST AFRICAINE D SR UNSECURED 144A 10/40 6.25     | CUSIP: ACI310304<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |      4600000 | PA      | $5030386.72   | 0.18%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $2614.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.15750 03/22/24-3Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $404132.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-479.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-54810.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-50326.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.40000 11/16/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $45293.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBTUA2 PIMCO SWAPTION 4.4 PUT PLN 20260511             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -26400000 | NC      | $-270783.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-64074.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CAD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-472.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.56000 09/02/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $99242.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.5454 05/21/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $142910.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP P 3.30000 06/21/19-10Y BSH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $211448.75    | 0.01%             |  |  |  | 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      | $132702.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.37000 11/25/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-92740.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.36250 01/31/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-347536.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.70750 08/13/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-127023.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260708                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $67526.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.12000 06/18/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-14340.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE       | TESLER EUR 3 YEAR TERM LOAN                               | CUSIP: BA000M1W7<br>LEI: 254900OVY0XI1DFYC092 | Long             | LON              | CORP              | RS        |      3900000 | PA      | $4419677.19   | 0.16%             | 2028-05-21      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-18770.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.783 01/05/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $4263804.47   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                              | OI S A 2024 FIXED TERM LOAN 2                             | CUSIP: BA0006870<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |      5882043 | PA      | $58820.43     | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $52678.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.77500 03/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-71012.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7           | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       120000 | PA      | $49500.00     | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.95500 03/17/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |            1 | NC      | $15652.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD HUF BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |            1 | NC      | $-6112.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | BONOS DE TESORERIA SR UNSECURED 08/40 5.35                | CUSIP: ACI1H2BH1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9000000 | PA      | $2171312.39   | 0.08%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-6999.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.9975 04/14/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $55734.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-238249.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP R 3.26500 06/14/19-10Y GLM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-103762.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.75000 04/07/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-81760.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $96674.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-32011.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBKGA7 PIMCO SWAPTION 6.6725 PUT ZAR 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -95100000 | NC      | $-239458.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.55400 06/11/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $261269.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-51.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-11160.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $286914.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 04/39 4.054                     | CUSIP: ACI2NRJH9<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    151320000 | PA      | $38077777.62  | 1.38%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-17711.09    | -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        |         2234 | PA      | $2196.30      | 0.00%             | 2035-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB1                                       | CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF2         | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1548067 | PA      | $1328257.28   | 0.05%             | 2036-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM44 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1721175.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.74000 03/18/26-3Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $119457.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 10/33 6                      | CUSIP: ACI2CJZC2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     96450000 | PA      | $26575843.70  | 0.97%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-410957.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95             | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     30480000 | PA      | $9499610.22   | 0.35%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $16500.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-143745.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $78199.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $6084.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 09/30 5                       | CUSIP: ACI27J804<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    393900000 | PA      | $18979578.77  | 0.69%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $72884.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $4316.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $77923.89     | 0.00%             |  |  |  | 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        |      2700000 | PA      | $771531.65    | 0.03%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.71000 09/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1693522.29  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-47125.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO6A0 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    281500000 | NC      | $1616.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $4263418.27   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $66239.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260721                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $22740.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $450664.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-116119.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $12346.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $493042.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4              | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     36400000 | PA      | $9938113.16   | 0.36%             | 2034-08-12      | Fixed         | 5.40%                 | 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      | $343413.23    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260511                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1058.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $276738.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-429365.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.27000 04/28/25-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $129022.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1905960.81  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/10.77600 03/18/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $482638.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $85227.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.03000 02/23/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-63078.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 11/32 4.5                     | CUSIP: ACI2JCSG9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    756370000 | PA      | $35274563.66  | 1.28%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $46171.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 11/32 4.75                  | CUSIP: ACI239370<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  11070200000 | PA      | $29090763.79  | 1.06%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.97000 03/21/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $178861.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $97528.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2007-2AX                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 2AX 2A3           | CUSIP: 61751TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2864193 | PA      | $963052.23    | 0.04%             | 2036-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.70500 08/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-190845.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.55000 01/24/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $202651.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU BONDS 144A 08/33 7.3                     | CUSIP: 715638DY5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4100000 | PA      | $1288744.79   | 0.05%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $1676.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-174448.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-199573.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $70672.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-195429.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.425 06/12/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-116177.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $183030.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA BP JPM                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-18167.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4778.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.96000 03/19/25-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-9066.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.70500 07/28/23-8Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $552194.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-13312.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-7130.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-6067.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.67143 04/15/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1600753.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBP4A9 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    229600000 | NC      | $1318.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-604.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-19075.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.44470 08/01/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $850208.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $391.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $30959.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-688370.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-7166.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.19500 09/29/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-28604.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.86000 03/11/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-5243.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.15500 11/05/24-10Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $188555.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 11/26 3.9                       | CUSIP: ACI0MP716<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    157251000 | PA      | $39069242.03  | 1.42%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                                 | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                  | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      7500000 | PA      | $8725879.72   | 0.32%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000    | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2657473 | PA      | $2923.22      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $8031.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-850.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.53500 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-855508.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25                 | CUSIP: ACI08MN29<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    197200000 | PA      | $11380116.72  | 0.41%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 10/34 4.75                  | CUSIP: ACI1HV6Q3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9700000 | PA      | $1867029.80   | 0.07%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 04/36 6.5                      | CUSIP: ACI2Z5985<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 323968000000 | PA      | $18597968.80  | 0.68%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 04/30 8                     | CUSIP: ACI2CDCG1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     30500000 | PA      | $7158007.32   | 0.26%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7       | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  60305000000 | PA      | $63784259.82  | 2.32%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-887.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $5700.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $1968907.15   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 04/27 0.00000                | CUSIP: ACI2TGH30<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     61200000 | PA      | $10401524.40  | 0.38%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  14576013000 | PA      | $10126224.40  | 0.37%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260512                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-38777.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBSLA4 PIMCO SWAPTION 7.24 CALL MXN 2026050            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -201600000 | NC      | $-119.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2907.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $169181.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-9439.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1         | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        29972 | PA      | $26547.50     | 0.00%             | 2036-09-25      | Floating      | 4.44%                 | 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      | $117125.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.25000 04/09/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $17078.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-50.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.46000 09/02/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-259683.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.88000 10/16/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-18146.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | UZBEK INDUSTRIAL AND CON SR UNSECURED 144A 07/27 21       | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  43460000000 | PA      | $3804457.95   | 0.14%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.255 10/08/24-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $444011.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO8A8 PIMCO SWAPTION 7.92 PUT MXN 20260422            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -281500000 | NC      | $-172812.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 05/38 7.5                      | CUSIP: ACI0WR943<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  91004000000 | PA      | $5616228.50   | 0.20%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $7226.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     57900000 | PA      | $10825142.99  | 0.39%             | 2026-07-01      | None          | 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      | $41073.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-6                                        | TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A5B             | CUSIP: 87222PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1227231 | PA      | $259932.58    | 0.01%             | 2037-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                              | UZBEKISTAN INTL BOND SR UNSECURED REGS 05/27 16.625       | CUSIP: ACI2P7QD2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   9770000000 | PA      | $849680.52    | 0.03%             | 2027-05-29      | Fixed         | 16.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-328734.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.20000 06/17/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $1766.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 10/34 5                      | CUSIP: ACI2NPT74<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     27570000 | PA      | $7068887.99   | 0.26%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.225 04/10/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-679339.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP BRC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $40419.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $87661.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-259777.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-11694.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPU MERRILL LYNCH INTERNATION REPU HUF                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |  -1248748340 | PA      | $-3758680.45  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.41000 09/30/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $727609.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 5.87500 05/09/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-192487.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |    -75026607 | PA      | $-20269707.14 | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVOA4 PIMCO SWAPTION 4.135 CALL PLN 202605            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -10800000 | NC      | $-474.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.76100 10/20/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-320334.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-54165.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $344343.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $126941.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP R 4.09500 06/01/17-10Y GLM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-163517.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-16IP                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1          | CUSIP: 45660LUD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78282 | PA      | $58853.04     | 0.00%             | 2045-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.844 04/23/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $25045.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $294631.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.88 04/16/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $2436148.04   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       946000 | PA      | $939495.99    | 0.03%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.9 06/26/24-01/03/33 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $315107.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $20008.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.41000 10/02/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-49310.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | REPUBLIC OF PHILIPPINES SR UNSECURED 01/36 6.25           | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    369000000 | PA      | $5799829.63   | 0.21%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-480215.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-391228.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260703                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $97445.27     | 0.00%             |  |  |  | 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        |       742720 | PA      | $982578.16    | 0.04%             | 2044-12-18      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-38024.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-10                                                      | LEHMAN XS TRUST LXS 2005 10 2A4A                          | CUSIP: 525221GC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2512956 | PA      | $2243521.15   | 0.08%             | 2036-01-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.38603 07/31/23-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-71879.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $25.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $9197.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $9134.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RGS0 PIMCO FXVAN CALL USD HKD 7.85000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -51600000 | NC      | $-20846.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-167048.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                         | JYSKE REALKREDIT A/S COVERED 10/53 1.5                    | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.19         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.95000 12/23/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-174155.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $606762.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-23694.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 07/10/25-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-34470.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | YI4360438 NIGERIA OMO BILL                                | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  17334500000 | PA      | $10928219.68  | 0.40%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.19000 06/17/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $8465.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $622212.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $38685.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $129791.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-670294.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.32 05/08/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-79447.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-283773.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.605 03/12/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-12543.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.58000 05/16/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $1853.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-7072.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+62/IN0020230051 MBC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-605493.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $28060.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $730722.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-371544.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $215856.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $5490.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR        | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       947578 | PA      | $23689.45     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 03/53 4.457                     | CUSIP: ACI2F1WK3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     61910000 | PA      | $16163112.35  | 0.59%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260608                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $106763.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RIH2 PIMCO FXVAN CALL USD HKD 7.80000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     86100000 | NC      | $123811.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260611                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-30302.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-153422.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SET8 PIMCO FXVAN CALL USD BRL 5.70000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SD        |    -29770000 | NC      | $-33788.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.615 05/15/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-83249.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-8684.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.18000 12/04/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-73035.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $462583.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-266058.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261214                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3688.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20261221                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-166775.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.46250 03/09/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $51190.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.44000 01/09/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $14400.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $4510.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-18890.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-784152.18   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-20916.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-29471.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 07/35 6.75                     | CUSIP: ACI2QKC54<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 291123000000 | PA      | $17046485.47  | 0.62%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 02/33 13.25                    | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 128547000000 | PA      | $34465005.55  | 1.25%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-904397.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZMW BOUGHT USD 20260709                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-122986.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260625                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $50410.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.75000 09/16/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-193182.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.15000 06/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $39526.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $7965.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-45983.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                           | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                  | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1341403 | PA      | $1343019.67   | 0.05%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.43000 11/10/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $14004.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-71871.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $197497.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.51500 03/06/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-55094.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $22593.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-5413.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-234.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QH8                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A            | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       756765 | PA      | $603820.69    | 0.02%             | 2037-10-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $8022.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.65000 08/12/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $506151.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 04/40 7.5                      | CUSIP: BK71WRII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  88950000000 | PA      | $5465234.13   | 0.20%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $20090.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | PL        |   -148254328 | PA      | $-40031757.67 | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT                                      | CUSIP: 990ACVYU6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | US        | 162707000000 | PA      | $9292619.04   | 0.34%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-82544.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS USD R PHP 5.0175/US SOFR GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |            1 | NC      | $101249.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-615740.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $74167.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | FINANCE MINISTRY ANGOLA 2026 TERM LOAN                    | CUSIP: BA000XHN6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | LON              | NUSS              | US        |      2400000 | PA      | $2404280.78   | 0.09%             | 2027-02-16      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.40000 09/17/25-3Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1439781.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 1.76000 01/21/20-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-1075491.09  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $2360091.82   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $1093.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED REGS 02/31 7.9          | CUSIP: P75744AP0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  15616000000 | PA      | $2366554.94   | 0.09%             | 2031-02-09      | Fixed         | 7.90%                 | 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        |        56979 | PA      | $56030.34     | 0.00%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | SERBIA TREASURY BONDS BONDS 07/35 5.25                    | CUSIP: ACI2TGGG2<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    884800000 | PA      | $8707431.21   | 0.32%             | 2035-07-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-157108.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2313.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND BONDS 05/35 1.65                    | CUSIP: BT6F11II5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    116250000 | PA      | $16666448.93  | 0.61%             | 2035-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $32026.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-11066.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-7552.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                      | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                   | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      1800000 | PA      | $2063896.56   | 0.08%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.29000 03/07/25-7Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $14515.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $162044.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.05500 11/04/24-9Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $121017.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $1343569.65   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 09/17/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-40120.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-164848.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.48500 12/02/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-47105.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260616                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-566061.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-116173.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.10000 06/05/24-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-20651.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       700000 | PA      | $697956.09    | 0.03%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/35 4.25                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1100000 | PA      | $1096046.88   | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.22000 03/20/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-125494.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 08/45 7.125                    | CUSIP: BSKQRVII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 160470000000 | PA      | $9695619.21   | 0.35%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-15360.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-3290.76     | -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      | $13133.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.80990 03/27/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-64612.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.70000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-9486.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 01/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $434.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA EUR TERM LOAN                          | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |      6300000 | PA      | $7289644.26   | 0.26%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| COLOMBIAN GOVT                                                               | TITULOS DE TESORERIA BONDS 03/31 7                        | CUSIP: ACI1YTYS4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6870700000 | PA      | $1438570.64   | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.51000 11/25/24-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-426958.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $4361.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260701                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $45389.91     | 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      | $-3826112.79  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $47858.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-50748.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-11998.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.1557 03/03/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $67716.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $5030.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA SR UNSECURED REGS 05/26 10.95    | CUSIP: ACI1XHM39<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    611500000 | PA      | $1270373.87   | 0.05%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 06/17/26-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-128233.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP P 3.54000 06/04/19-10Y JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $206922.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.185 02/18/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $147868.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-42738.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $556954.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $252716.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.95000 10/13/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |            1 | NC      | $-16077.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-78850.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $37981.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1478.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $2732.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 07/26 0.00000                      | CUSIP: ACI37P741<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  15244073000 | PA      | $10373577.42  | 0.38%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-7498.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBO9A7 PIMCO SWAPTION 7.595 CALL MXN 202604            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    190200000 | NC      | $1091.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.86500 07/18/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $191862.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $3862.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-6049.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.74500 01/12/26-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-222631.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/11.72000 06/17/26-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-9885.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $232572.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-1211.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.94000 10/20/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-70135.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.75 11/13/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-451821.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1743.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $370.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $224964.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.47000 02/05/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-563492.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-6580.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $18707.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $15054.57     | 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      | $169971.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $6857.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-901.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1            | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        24955 | PA      | $19991.59     | 0.00%             | 2036-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-115143.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SER2 PIMCO FXVAN PUT USD BRL 5.32000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SD        |     29770000 | NC      | $879435.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.53000 12/31/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-113171.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-1181.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-28192.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 04/36 4.25                  | CUSIP: ACI1Z08B2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     53200000 | PA      | $9639601.42   | 0.35%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-27800.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 6.14625 10/30/23-9Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-1303138.21  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       527000 | PA      | $526310.15    | 0.02%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-88408.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.01900 04/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-2323.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.51250 03/05/25-6Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-122179.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-89240.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-640581.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS SGD SIBSORA/1.4031* 12/30/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |            1 | NC      | $-478879.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.04900 12/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-58385.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-13691.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.49000 09/01/22-10Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-5145.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.84208 03/12/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-2034008.29  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-4189.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $64165.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 07/35 6.75                     | CUSIP: 938MMMII9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 321572000000 | PA      | $18829403.47  | 0.68%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.11000 09/17/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-863286.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-79372.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RH75 PIMCO FXVAN CALL USD HKD 7.80000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     54800000 | NC      | $83405.60     | 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      | $-12375.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260608                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-144186.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-12565.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-319643.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-12304.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-5752.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000    | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1126910 | PA      | $1352.29      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-36767.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.68100 03/11/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $625738.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                  | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                   | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |      3663609 | PA      | $35958322.30  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $252799.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20261013                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $261696.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                             | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 1A2                | CUSIP: 46628LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       148175 | PA      | $98532.33     | 0.00%             | 2036-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $49518.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                                          | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1            | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10294 | PA      | $10017.45     | 0.00%             | 2036-03-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.52500 06/18/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $426269.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20310113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $159816.57    | 0.01%             |  |  |  | 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      | $-5579.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-546060.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.80000 01/20/26-6Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $201892.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-795278.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-20.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-11272.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $7529.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $22178.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     51600000 | NC      | $78535.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.92300 03/22/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $194573.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3407000 | PA      | $3395367.18   | 0.12%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.96000 04/25/22-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-1231991.12  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-25.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.2891 12/22/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $739533.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.09000 10/21/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-888878.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.65000 12/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-726521.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC BONDS 10/34 4.25                           | CUSIP: ACI2X6L73<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    189200000 | PA      | $8560437.24   | 0.31%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $71288.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.66500 12/17/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-232119.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/12.33000 03/18/26-2Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-10068.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $144634.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-125052.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $104588.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-548935.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-2017.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.47500 11/26/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $196878.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 02/30 8.5                   | CUSIP: ACI2TM3P3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1033200000 | PA      | $57288613.96  | 2.08%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 01/30 5                      | CUSIP: ACI2RYZ90<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     48300000 | PA      | $12983308.55  | 0.47%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.575 07/22/25-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-23021.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4           | CUSIP: 61749LAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4979 | PA      | $4868.96      | 0.00%             | 2036-06-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-176989.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVPA3 PIMCO SWAPTION 4.135 PUT PLN 2026051            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -10800000 | NC      | $-169692.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $903.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.56500 12/30/24-3Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $442389.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.74000 08/01/23-10Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-10794.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.97000 06/18/25-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-31767.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.97000 12/17/24-9Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $13919.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-152020.37   | -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              | LU        |      2465312 | PA      | $2411137.26   | 0.09%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $79607.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $787199.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1300000 | PA      | $1297383.39   | 0.05%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.70000 09/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $325056.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.70000 12/30/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-101057.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $22913.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 11/34 4.119                | CUSIP: ACI1CB9D8<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     27970000 | PA      | $7153108.17   | 0.26%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-72813.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-7514.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $79504.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+65/IN0020250075 SCX                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-537797.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-141079.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-42681.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-497.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 06/43 7.125                    | CUSIP: BPLJ0DII3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  16028000000 | PA      | $960246.44    | 0.03%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.58000 07/31/25-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-30593.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-149219.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-9803.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HKD SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |            1 | NC      | $-1775.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBPHA5 PIMCO SWAPTION 3.69 PUT ILS 20260504            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -9700000 | NC      | $-79413.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS BANK REV REPO REVERSE REPO                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | CZ        |    -18159610 | PA      | $-855739.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.58000 08/09/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $561766.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND BONDS 10/52 3.12                    | CUSIP: ACI29K9P3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      5900000 | PA      | $981687.85    | 0.04%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.80000 07/31/23-9Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $382613.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.15000 12/24/24-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $490805.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261009                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1891.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.6976 03/24/26-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $8661.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.18000 01/14/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-266654.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.98 04/17/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1163394.66  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.80000 12/18/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $440257.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-601899.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.43400 11/03/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-10709.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-163847.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.07000 12/04/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $193829.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/45 4.875                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       728000 | PA      | $725781.87    | 0.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20270402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-135972.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-284.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $76508.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 08/43 4.291                | CUSIP: ACI2D28B0<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     20870000 | PA      | $5364553.87   | 0.20%             | 2043-08-14      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX SNR LA SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-9141.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-8530.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 04/32 8                     | CUSIP: ACI354M92<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    397800000 | PA      | $21184853.09  | 0.77%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 09/17/25-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-66002.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBNGA1 PIMCO SWAPTION 6.61 PUT ZAR 20260428            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -99800000 | NC      | $-269337.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.255 03/10/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-64701.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                             | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5      | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    135000000 | PA      | $7613742.40   | 0.28%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT HKD SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |            1 | NC      | $-1040.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $1520.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $10375.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $17614.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.74000 03/19/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-40217.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $124919.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $470.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4056000 | PA      | $4036396.02   | 0.15%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 10/38 3                     | CUSIP: ACI198T62<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    731300000 | PA      | $1462999.55   | 0.05%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.99000 10/20/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-689555.15   | -0.03%            |  |  |  | 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      | $3849.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-30277.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.40000 08/25/23-10Y* CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-41250.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 05/07/26-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $136935.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.92000 02/13/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-20430.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $30477.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 05/33 7.5                   | CUSIP: ACI2BPJ03<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    225900000 | PA      | $11573420.52  | 0.42%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.69000 06/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-76743.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.98000 07/17/24-6Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $261729.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 07/37 1.95                    | CUSIP: BMW717II6<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     39000000 | PA      | $1368387.86   | 0.05%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                  | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1329100000 | PA      | $23808268.48  | 0.87%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 06/34 2.25                  | CUSIP: ACI1V6RR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1868800000 | PA      | $3947208.79   | 0.14%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $1249.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 05/44 4.18                      | CUSIP: ACI2P3VL7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6660000 | PA      | $1685725.12   | 0.06%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.565 05/03/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-812306.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-26556.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.65000 09/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $406598.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 03/35 5                       | CUSIP: BZ8VHWII9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  13835000000 | PA      | $14424838.87  | 0.52%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.65000 06/20/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $73932.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.50000 03/19/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $30343.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-45010.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.66000 02/06/25-8Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $59334.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 6.035/US SOFR JPM                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-9860.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | ZAMBIA GOVERNMENT BOND BONDS 05/28 12                     | CUSIP: ACI2MJ732<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3600000 | PA      | $181200.94    | 0.01%             | 2028-05-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.56000 02/12/25-8Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $51368.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.28500 12/19/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-146813.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-9418.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.56000 08/01/25-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-19056.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.51100 02/05/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $-657168.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.57 03/10/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $154538.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.655 07/17/24-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1702542.06  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 11/27 3.899                     | CUSIP: ACI0V6W28<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     28990000 | PA      | $7250936.70   | 0.26%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.85000 03/03/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-694905.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/4.11500 02/01/21-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1022960.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.48500 05/16/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $65595.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20270618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-568.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260623                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $79699.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $66909.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | FWD079TJ2 COLOMBIA GOVT NDF                               | CUSIP: 990ADDDW4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |  26067000000 | PA      | $6570203.01   | 0.24%             | 2029-08-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $8820.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 6.86000 10/15/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-71892.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $52090.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BARCLAYS BANK REV REPO REVERSE REPO                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | CZ        |     -9910874 | PA      | $-470701.71   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT SR UNSECURED 11/42 7.75           | CUSIP: ACI01W4Q2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    388300000 | PA      | $18023030.18  | 0.66%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                         | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9190000 | PA      | $9455870.84   | 0.34%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+62/IN0020230051 MBC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-1450107.57  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1                                     | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 S1 A 144A       | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2210475 | PA      | $2210054.05   | 0.08%             | 2035-05-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $223763.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                                   | LCM LTD PARTNERSHIP LCM 30A AR 144A                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       380215 | PA      | $380639.35    | 0.01%             | 2031-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.25750 05/05/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $114769.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SJ14 PIMCO FXVAN PUT GBP USD 1.30000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      4394336 | NC      | $1413133.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -13700000 | NC      | $-5534.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR NOTE (CBT)JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           32 | NC      | $-74541.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBP5A8 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -229600000 | NC      | $-33.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $22802.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $2071.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      6143000 | NC      | $482.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                             | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1                  | CUSIP: 362341XC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        53820 | PA      | $23108.38     | 0.00%             | 2035-11-25      | Floating      | 4.97%                 | 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      | $78057.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.58 07/22/25-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-21297.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $1310.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.087 12/03/24-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-40944.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $621.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 6.00000 10/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-260901.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.8669 12/05/25-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1911179.26  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $52238.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $679486.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $-183587.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.68500 12/02/30-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $106827.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.02000 03/21/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $53348.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-227.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | EGYPT TREASURY BILL BILLS 10/26 0.00000                   | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     10700000 | PA      | $172049.64    | 0.01%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY GOVERNMENT BOND BONDS 10/35 7                     | CUSIP: ACI2JQNJ7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    273200000 | PA      | $812792.00    | 0.03%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-44141.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-61020.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BUND FUTURE  JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           12 | NC      | $-43377.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-33205.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.75000 03/18/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-84268.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.82000 10/15/24-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-332162.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $595011.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-733.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260616                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $233504.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.04900 04/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-7478.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SIC1 PIMCO FXVAN CALL USD TRY 50.25000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -35730000 | NC      | $-474137.10   | -0.02%            |  |  |  | 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        |        28231 | PA      | $26292.34     | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBVZA2 PIMCO SWAPTION 4.325 PUT PLN 2026051            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -26900000 | NC      | $-319115.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-844966.39   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-40.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBJ7A0 PIMCO SWAPTION 3.7275 CALL ILS 20260            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -10100000 | NC      | $-218.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $995661.52    | 0.04%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-450548.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXJA6 PIMCO SWAPTION 3.93 CALL CZK 2026052            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -61100000 | NC      | $-2151.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 07/34 3.828                     | CUSIP: ACI1D3N31<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     29430000 | PA      | $7369711.02   | 0.27%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ZIRAAT DPR FINANCE CO                                                        | ZIRAAT TRANCHE B TERM LOAN                                | CUSIP: BA0005QX5<br>LEI: 254900UKNMJNBW90F636 | Long             | LON              | CORP              | US        |      4300000 | PA      | $4185917.90   | 0.15%             | 2034-06-15      | Floating      | 6.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-787548.34   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CHF BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $2996.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.82000 11/14/25-9Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-497033.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $55862.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-5540.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55500 01/30/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-152481.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-10200.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/12.17000 03/18/26-3Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-9427.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 10/35 5                      | CUSIP: BV5DRXII8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     76070000 | PA      | $19224468.11  | 0.70%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $9958.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBP6A7 PIMCO SWAPTION 7.92 PUT MXN 20260422            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -229600000 | NC      | $-140951.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | POLAND GOVERNMENT BOND BONDS 07/29 4.75                   | CUSIP: ACI2NGJ67<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     85800000 | PA      | $22985164.05  | 0.84%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.50000 09/17/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-245988.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.68400 01/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $5649.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS USD R IDR 5.385/US SOFR GST                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |            1 | NC      | $89892.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.45000 06/28/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-121406.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                                  | UGANDA GOVERNMENT BOND BONDS 06/43 15                     | CUSIP: ACI2HCL52<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   1633700000 | PA      | $403586.82    | 0.01%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-110477.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-28238.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-6987.50     | -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      | $-1304063.31  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $50730.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SGD SOLD USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-401562.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-19906.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-239662.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $277185.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 08/40 7.125                    | CUSIP: BR2NQKII7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 157543000000 | PA      | $9425418.21   | 0.34%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260720                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-7214.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.20000 03/23/31-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-571.85      | -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      | $-1941.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.62000 04/24/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $131092.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290503                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $322147.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.13125 12/23/24-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-228591.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.62000 12/11/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $313933.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBOAA5 PIMCO SWAPTION 7.34 CALL MXN 2026042            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -190200000 | NC      | $-27.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5597.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $48565.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD THB BOUGHT USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-3286.52     | -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      | $-26592.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2003-2F                                                      | IMPAC CMB TRUST IMM 2003 2F A                             | CUSIP: 45254NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       103081 | PA      | $103867.06    | 0.00%             | 2033-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 02/42 6.85             | CUSIP: 715638BK7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3800000 | PA      | $1107950.23   | 0.04%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $29921.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-182386.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $604721.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 7.33000 11/06/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $33305.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75           | CUSIP: ACI087B66<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    225900000 | PA      | $11539515.99  | 0.42%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  07/10 | CUSIP: ACI30Y657<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     16400000 | PA      | $937142.52    | 0.03%             | 2026-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBG5A8 PIMCO SWAPTION 6.64 CALL ZAR 2026040            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -103800000 | NC      | $-0.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.11000 10/02/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1486869.58  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-7226.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95             | CUSIP: 715638BD3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19920000 | PA      | $6208406.68   | 0.23%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RI25 PIMCO FXVAN CALL USD HKD 7.80000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     13700000 | NC      | $20851.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.31300 04/25/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $62046.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $9624.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PHP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |            1 | NC      | $-31502.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.92000 10/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-122869.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR39                                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR39 A1          | CUSIP: 45660KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       270472 | PA      | $247842.59    | 0.01%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.56000 09/22/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-10843.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-9302.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 04/35 6.75                  | CUSIP: ACI2RJP60<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      5900000 | PA      | $1309807.62   | 0.05%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.76500 01/09/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-127991.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.245 03/10/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-65901.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-168753.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UGX SOLD USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3962.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TRS R SOFRRATE+65/IN0020250075 SCX                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IN        |            1 | NC      | $-335518.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1142900000 | PA      | $66380564.08  | 2.41%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-63183.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $24504.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1704.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA GOVERNMENT BONDS 10/42 4.696                     | CUSIP: ACI251NJ7<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      6078000 | PA      | $1634259.97   | 0.06%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                         | NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1             | CUSIP: BK99HJII9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.19         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS SR SECURED 08/27 0.00000                   | CUSIP: 529867II6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    143600000 | PA      | $7048746.31   | 0.26%             | 2027-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                            | VEON AMSTERDAM TERM LOAN                                  | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |      3400000 | PA      | $3381468.57   | 0.12%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.82000 06/05/23-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-515747.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $7620.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.29632 03/03/26-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $326027.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-19739.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-32449.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS ILS SHIRON/3.55125 03/11/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |            1 | NC      | $628768.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.87170 07/24/24-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $99966.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 06/36 3.6                     | CUSIP: ACI2Q7TW6<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    205300000 | PA      | $8681206.31   | 0.32%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                      | VALE SA SUBORDINATED 12/49 VAR                            | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    114742900 | PA      | $9708017.79   | 0.35%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $365621.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-221361.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.60000 04/11/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-11406.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-2515.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $28514.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7         | CUSIP: ACI2PNWZ1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       500000 | PA      | $149139.34    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260514                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3323.14     | -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        |        11592 | PA      | $7904.08      | 0.00%             | 2047-01-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.26500 04/28/25-7Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |            1 | NC      | $3442.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.04750 04/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $8050.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-49794.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3099.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $351.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-34777.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                   | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    118200000 | PA      | $6613145.90   | 0.24%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/9.29500 01/10/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $409681.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-56992.07    | -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      | $-64654.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.01000 11/05/24-5Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-376332.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SFZ3 PIMCO FXVAN PUT USD CNH 6.80000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -122448000 | NC      | $-91591.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2007-2                                              | BEAR STEARNS ALT A TRUST BALTA 2007 2 2A1                 | CUSIP: 073870AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5436331 | PA      | $3752721.72   | 0.14%             | 2037-04-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $73280.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBM2A8 PIMCO SWAPTION 5.25 PUT USD 20280120            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     64200000 | NC      | $1164729.24   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-9285.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.37000 03/05/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $130666.42    | 0.00%             |  |  |  | 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        |      9500000 | PA      | $2593738.33   | 0.09%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RHA8 PIMCO FXVAN PUT USD ZAR 18.00000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     35208953 | NC      | $2516243.04   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1           | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        23618 | PA      | $22061.55     | 0.00%             | 2035-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261009                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-6450.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBI3A6 PIMCO SWAPTION 3.44 CALL CZK 2026040            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -610300000 | NC      | $-2.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-12329.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-40067.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $523.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.48500 02/10/25-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-160146.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260723                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-84445.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-6462.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 5.10500 07/12/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $87017.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVERNMENT BOND BONDS 09/54 2.19                    | CUSIP: BRT57JII1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    107940000 | PA      | $15081943.92  | 0.55%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-38443.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/7.90000 12/13/24-3Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1289688.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-23551.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $22136.37     | 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      | $-374106.77   | -0.01%            |  |  |  | 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        |      2300000 | PA      | $1058000.00   | 0.04%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1924.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.695 08/02/24-01/03/28 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-483064.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260519                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $80497.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.31500 05/06/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $114543.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SES0 PIMCO FXVAN PUT USD BRL 5.12000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SD        |    -29770000 | NC      | $-186002.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.60000 01/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $5553.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.75000 05/13/33-1Y (GLD) CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $4506.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-24123.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $15017.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-74999.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $5984.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-2986.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.61100 06/06/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $530254.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | BONOS TESORERIA PESOS BONDS 144A REGS 10/34 5.8           | CUSIP: ACI2KT0J4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    195000000 | PA      | $213936.64    | 0.01%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $101724.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317UBXHA8 PIMCO SWAPTION 3.98 CALL PLN 2026052            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     27500000 | NC      | $397.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-2059.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $18012.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 12/20/23-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $243558.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $693966.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-58543.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-1145870.08  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 05/26 0.00000                      | CUSIP: ACI358PQ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1957372000 | PA      | $1376861.57   | 0.05%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $2023567.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.73000 03/12/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $51349.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-133.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.88000 07/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-19159.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $80.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $86477.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $20657.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.28500 06/18/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $55064.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.245 03/14/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-44303.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.02000 12/04/23-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $102534.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.76000 12/13/24-9Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $7128.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-46791.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.28000 02/28/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-227097.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CCS IDR R 5.985/US SOFR GLM                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-41100.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NZD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $901.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                    | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    436300000 | PA      | $24165676.24  | 0.88%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-2                                       | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B           | CUSIP: 64360YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       789848 | PA      | $784632.26    | 0.03%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-23889.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-279158.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-391228.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.93560 06/18/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $82644.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $94378.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.7162 11/13/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1199702.87  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $538415.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.21000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-308298.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.72000 04/07/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-56623.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.16877 02/14/22-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-2259392.85  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-474524.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3394.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-79897.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                    | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    774100000 | PA      | $43053615.54  | 1.57%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.79000 10/06/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-251787.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.57500 07/03/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $688112.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-62856.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR        | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2710956 | PA      | $44053.04     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260526                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $44227.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK SR UNSECURED REGS 03/29 15.5       | CUSIP: ACI38FWK8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   2304100000 | PA      | $4750312.26   | 0.17%             | 2029-03-16      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-11273.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $540.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-13064.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-119.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/32 9.1                 | CUSIP: ACI2DBPK1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3830000 | PA      | $294770.35    | 0.01%             | 2032-02-10      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-15999.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.04000 12/23/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $175290.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $32880.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $78731.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.55000 02/04/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-132801.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260821                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $71537.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 01/27 10                   | CUSIP: ACI0K3LV5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     84700000 | PA      | $16332635.50  | 0.59%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $153993.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVERNMENT BONDS 03/31 5.875                    | CUSIP: ACI2ZK9X7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 220409000000 | PA      | $12588130.01  | 0.46%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 8.16000 03/10/25-7Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $22647.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260529                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-1642135.75  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.08000 12/31/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $130660.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-3                                         | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 21A1            | CUSIP: 026935AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       309346 | PA      | $282164.52    | 0.01%             | 2046-11-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.04500 12/30/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-387168.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP P 3.76250 05/24/19-10Y CBK                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $104186.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $21800.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.71500 06/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $66148.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS SEK 2.02050 10/07/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |            1 | NC      | $625174.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-65721.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.32500 05/06/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $282548.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $6655.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1476.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75          | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     75950000 | PA      | $1321014.02   | 0.05%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-82050.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.7603 10/11/24-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $821772.84    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-5627.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.29000 04/30/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $88286.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.24500 03/18/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-12054.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT UYU SOLD USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-25820.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-173910.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-26672.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT COP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $13566.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.59000 01/09/26-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $149906.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SFY6 PIMCO FXVAN PUT USD CNH 6.90000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     61224000 | NC      | $383507.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-254617.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CLP SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $-165482.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-144049.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.435 03/12/26-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $48586.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $78.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 12.80825 11/17/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1116113.64   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.49750 05/16/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $1218677.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $11141.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC GOVT                                                          | CZECH REPUBLIC SR UNSECURED 10/33 2                       | CUSIP: ACI11VHC9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     60900000 | PA      | $2374042.52   | 0.09%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.12 03/11/26-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $118072.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-R1                                             | BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21               | CUSIP: 073866BN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       228299 | PA      | $150705.67    | 0.01%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.70000 03/23/31-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $825.28       | 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      | $-364675.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $4222.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                                                | MALAYSIA INVESTMNT ISSUE BONDS 09/41 4.417                | CUSIP: ACI1WV5T1<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      2714000 | PA      | $707999.42    | 0.03%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.73500 08/05/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-7601.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT RON SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |            1 | NC      | $-14000.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.00000 12/17/25-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $1099536.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 02/29 5                     | CUSIP: ACI1547G7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10300000 | PA      | $2229726.46   | 0.08%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $-1836.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $34134.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/8.85500 02/21/25-10Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $-336769.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-43628.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT SEK SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $2190.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $3585.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR2                                        | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 1A1          | CUSIP: 86363DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       824030 | PA      | $805964.83    | 0.03%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $4571.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                         | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.16         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $51987.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260810                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-41489.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-966514.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.79158 09/29/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1754100.26  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $202482.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                | THAILAND GOVERNMENT BOND SR UNSECURED 06/45 2.98          | CUSIP: ACI2S0HH5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    684362000 | PA      | $20000054.06  | 0.73%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20260821                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $236981.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.69000 12/26/24-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-1620479.83  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                      | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                 | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      1800000 | PA      | $2066237.15   | 0.08%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260914                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-133974.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $11299.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $9686.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $301839.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.64500 04/30/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $147644.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260824                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $61773.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.79043 06/18/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $74518.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ARS BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $-47536.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $19388.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-557.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEX BONOS DESARR FIX RT SR UNSECURED 11/38 8.5            | CUSIP: B44NNDII5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    203400000 | PA      | $10449287.73  | 0.38%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.01500 04/17/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $-464.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-20946.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-226407.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-39326.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.78000 10/03/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-74673.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260626                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2087.58     | -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      | $-54323.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZERBAIJAN REPUBLIC                                      | STATE OIL COMNY OF AZE REBLC 2025 TERM LOAN               | CUSIP: BA000Y6L0<br>LEI: 2549002HARR1VE257O76 | Long             | LON              | CORP              | AZ        |      1000000 | PA      | $1000000.00   | 0.04%             | 2030-07-22      | Floating      | 6.20%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.9431 05/17/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $1098210.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  14589321000 | PA      | $10140785.84  | 0.37%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ARS SOLD USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |            1 | NC      | $247614.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.30000 05/18/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-26284.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45          | CUSIP: ACI27N3Q3<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   1151233000 | PA      | $35861012.67  | 1.30%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260603                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1847.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/17/26-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-197222.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 8.65408 05/15/19-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1013116.88  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-107.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 6.15106 03/03/20-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-13151078.61 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.75000 04/10/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $140006.04    | 0.01%             |  |  |  | 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        |        34518 | PA      | $30301.81     | 0.00%             | 2037-01-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $68197.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.54000 10/10/24-4Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $-30918.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 01/29 10                   | CUSIP: ACI0ZV4S3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    203200000 | PA      | $37138798.70  | 1.35%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                         | THAMES WATER SUPER SEN SR SECURED REGS 10/27 9.75         | CUSIP: ACI2VYD73<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       900000 | PA      | $1299285.45   | 0.05%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $43013.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MYR BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $87576.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.01750 11/25/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-8191.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.30000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-9517.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSNET                                                                     | TRANSNET SOC LTD 2015 ZAR TERM LOAN                       | CUSIP: BA000FR04<br>LEI: 378900B07CD6F01EA796 | Long             | LON              | CORP              | ZA        |     35542857 | PA      | $2073072.40   | 0.08%             | 2028-03-02      | Floating      | 10.66%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261210                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-10909.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS ZAR 7.15500 11/26/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-22689.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $61092.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-127228.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-352.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.66000 04/24/26-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $264359.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MERRILL LYNCH REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -183126515 | PA      | $-10834346.00 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-280942.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 01/33 10                   | CUSIP: ACI22VJB6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1300000 | PA      | $216779.01    | 0.01%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.5 04/30/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-187402.21   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA GOVERNMENT BOND BONDS 07/30 6.85                  | CUSIP: ACI2S6PD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     43100000 | PA      | $9710239.99   | 0.35%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-218561.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                               | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 11/29 2.875    | CUSIP: ACI1D6FQ2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     58700000 | PA      | $14735017.36  | 0.54%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $21070.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNY SOLD USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $13875.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1524032.64  | -0.06%            |  |  |  | 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        |       328454 | PA      | $228939.21    | 0.01%             | 2037-04-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/8.43000 05/15/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $346114.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |            1 | NC      | $-6476.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-29530.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1500000 | PA      | $1495921.30   | 0.05%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | GHANA GOVERNMENT BOND UNSECURED 02/30 8.8                 | CUSIP: ACI2DBP47<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     17000000 | PA      | $1373451.23   | 0.05%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.795 01/25/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1450113.79  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-112872.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CNY BOUGHT USD 20260515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-352.27      | -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        |        87273 | PA      | $86012.91     | 0.00%             | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.65500 11/07/25-9Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $-150395.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.44000 02/28/25-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $109291.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $54150.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT INR SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1551279.78  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP P 3.01500 06/20/19-7Y GLM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |            1 | NC      | $46288.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CLP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $3282040.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.18000 05/22/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |            1 | NC      | $194568.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750SBF1 PIMCO FXVAN CALL USD TRY 49.55000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -29205500 | NC      | $-39164.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.98000 12/04/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-91505.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |            1 | NC      | $-0.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261209                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-9924.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                     | CIMA FINANCE LTD SECURED REGS 09/29 2.95                  | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |      1646307 | PA      | $1540435.84   | 0.06%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 14.02 05/21/25-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $175112.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS MXN TIIE1/7.77500 06/18/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $92420.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OIS COP IBR/9.32860 12/17/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |            1 | NC      | $2652896.43   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/38 8.5          | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  51151000000 | PA      | $7753818.28   | 0.28%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.055 08/13/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1096705.31  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer