# EDGAR Filing Document

**Accession Number:** 0000935015
**File Stem:** 0002071691-26-012862
**Filing Date:** 2026-5
**Character Count:** 281525
**Document Hash:** f8a32bb6de7ddd4ec3ea7b4f8b212a05
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012862.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002071691-26-012862

**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**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ARTISAN PARTNERS FUNDS INC
- **CENTRAL INDEX KEY:** 0000935015

**ORGANIZATION NAME:**
- **EIN:** 391811840
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08932
- **FILM NUMBER:** 261045382

**BUSINESS ADDRESS:**
- **STREET 1:** 875 EAST WISCONSIN AVE STE 800
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-390-6100

**MAIL ADDRESS:**
- **STREET 1:** 875 EAST WISCONSIN AVE STE 800
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ARTISAN FUNDS INC
- **DATE OF NAME CHANGE:** 19950310

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZIEGLER FUNDS INC
- **DATE OF NAME CHANGE:** 19950109

## Series and Classes Contracts Data

### Artisan Global Unconstrained Fund (Series ID: S000075102)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000233921 | Advisor Shares       | APDPX           |
| C000233922 | Institutional Shares | APHPX           |
| C000233923 | Investor Shares      | APFPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Artisan Partners Funds Inc.

- **b. Investment Company Act file number:** 811-08932

- **c. CIK number of Registrant:** 0000935015

- **d. LEI of Registrant:** 549300VBCRY84OJ96193

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

  - **Street Address 1:** 875 E Wisconsin Ave

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-390-6100

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

- **a. Name of Series:** Artisan Global Unconstrained Fund

- **b. EDGAR series identifier (if any):** S000075102

- **c. LEI of Series:** 5493006DP4IU241JYM79

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $1194697866.55

**Total Liabilities:** $173796404.31

**Net Assets:** $1020901462.24

**Assets Attributable to Miscellaneous Securities:** $8091593.74

**Amount of Assets Invested in Other Investment Companies:** $66266405.69

**Cash Not Reported:** $5942024.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 126.97832900 | **5-Year:** -790.88125000 | **10-Year:** -3021.34575000 | **30-Year:** -3136.25505100

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

- **3-Month:** 84.49658800 | **1-Year:** 9578.55074200 | **5-Year:** 24630.33280800 | **10-Year:** 15778.76349000 | **30-Year:** -5601.37058300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233921 | 1.88%                | 1.87%                | 0.16%                |
| Class ID C000233922 | 1.88%                | 1.88%                | 0.16%                |
| Class ID C000233923 | 1.96%                | 1.86%                | 0.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2171278.12              | $6621532.00                                |
| Month 2  | $4592074.52              | $3096271.33                                |
| Month 3  | $-6252957.99             | $-21241569.83                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| New Mexican Pesos                                                  | New Mexican Pesos                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |           0 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      220000 | PA      | $-8321.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     1238623 | PA      | $1238623.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unigel Netherlands Holding Corp. BV                                | Unigel Netherlands Holding Corp. BV                                        | CUSIP: N/A<br>LEI: 213800UOXJTQ82DWTJ78       | Long             | DBT              | CORP              | NL        |      223384 | PA      | $4467.68      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9300000 | PA      | $22454.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                          | Republic of Uzbekistan International Bond                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        | 69070000000 | PA      | $6062958.63   | 0.59%             | 2028-02-25      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion SA                                          | Frigorifico Concepcion SA First Lien Term Loan B                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PY        |      342880 | PA      | $87434.40     | 0.01%             | 2026-12-11      | Variable      | 9.24%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7350000 | PA      | $-86203.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Capital plc                                                | Georgia Capital plc                                                        | CUSIP: N/A<br>LEI: 213800Q65T5GNBOW7H65       | Long             | EC               | CORP              | GB        |       97300 | NS      | $4710649.17   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1200000 | PA      | $-6381.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10340.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $66596.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5914.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $388.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     5520000 | PA      | $-2465.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   317000000 | PA      | $5117546.15   | 0.50%             | 2026-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25960.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                                  | Republic of India                                                          | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    88000000 | PA      | $958808.12    | 0.09%             | 2036-05-23      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                    | Norwegian Krone                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |     2801733 | OU      | $289348.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $227518.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    18700000 | PA      | $14121.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    25000000 | PA      | $-8009.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      200000 | PA      | $8557.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkish Lira                                                       | Turkish Lira                                                               | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | TR        |          -0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BW Energy Ltd.                                                     | BW Energy Ltd.                                                             | CUSIP: N/A<br>LEI: 5493004D19CJBN3DLD40       | Long             | EC               | CORP              | BM        |      152455 | NS      | $976732.92    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                | Republic of Iceland                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   688000000 | PA      | $5554854.10   | 0.54%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $266218.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $115763.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1026.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2704.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    45100000 | PA      | $-17435.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group plc                                             | Lion Finance Group plc                                                     | CUSIP: N/A<br>LEI: 213800XKDG12NQG8VC53       | Long             | EC               | CORP              | GB        |       29200 | NS      | $3621984.65   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $157327.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      750000 | PA      | $-7753.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $14676.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC Bank Group plc                                                 | TBC Bank Group plc                                                         | CUSIP: N/A<br>LEI: 213800T6NS9N2WQ3B328       | Long             | EC               | CORP              | GB        |       34800 | NS      | $1885988.65   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1622808 | PA      | $1622808.33   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                        | Commonwealth of the Bahamas                                                | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    12539000 | PA      | $13887444.06  | 1.36%             | 2032-10-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $109288.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      440000 | PA      | $787.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8292.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     3784593 | PA      | $3784592.78   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     1410705 | PA      | $1410704.65   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52292.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      400000 | PA      | $-1293.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galileo Global Technologies Ltd.                                   | Galileo Global Technologies Ltd.                                           | CUSIP: N/A<br>LEI: 213800YIJLJT8TLZHT73       | Long             | DBT              | CORP              | GB        |       59678 | PA      | $0.00         | 0.00%             | 2099-11-14      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Aris Mining Corp.                                                  | Aris Mining Corp.                                                          | CUSIP: 04040Y109<br>LEI: 5493001GJ5TILX6L1F82 | Long             | EC               | CORP              | CA        |      584370 | NS      | $10851750.90  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   405000000 | PA      | $6947372.82   | 0.68%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                | Republic of Ecuador                                                        | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    11660000 | PA      | $10297878.80  | 1.01%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Pan African Resources plc                                          | Pan African Resources plc                                                  | CUSIP: N/A<br>LEI: 213800EAXURCXMX6RL85       | Long             | EC               | CORP              | GB        |      458100 | NS      | $865028.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4524.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Albania                                                | Republic of Albania                                                        | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | STIV             | NUSS              | AL        |   115000000 | PA      | $1361304.12   | 0.13%             | 2026-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                          | Republic of Uzbekistan International Bond                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Short            | DBT              | NUSS              | UZ        |   -12800000 | PA      | $-13379726.34 | -1.31%            | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  5670100000 | PA      | $3889523.22   | 0.38%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $67525.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                   | Republic of Iraq                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    13948000 | PA      | $13586828.12  | 1.33%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-148943.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| South African Rand                                                 | South African Rand                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8086.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2050000 | PA      | $198.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-108136.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $189034.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14675.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4079.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9215.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12285.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   615600000 | PA      | $-149161.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUENORD ASA                                                       | BLUENORD ASA                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGE3C16       | Long             | EC               | CORP              | NO        |       65400 | NS      | $3754524.18   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      780000 | PA      | $-3438.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     3298002 | PA      | $3298002.28   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18200000 | PA      | $46972.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Investments Money Market Treasury Portfolio               | Fidelity Investments Money Market Treasury Portfolio - Institutional Class | CUSIP: 31607A885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |       31180 | NS      | $31180.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Azerbaijan                                             | Republic of Azerbaijan                                                     | CUSIP: N/A<br>LEI: 7890009G02BUL1M3LS88       | Short            | DBT              | NUSS              | AZ        |    -4900000 | PA      | $-4520587.95  | -0.44%            | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                          | Republic of Uzbekistan International Bond                                  | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |  2500000000 | PA      | $213687.48    | 0.02%             | 2026-10-12      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| Galileo Global Technologies Ltd.                                   | Galileo Global Technologies Ltd.                                           | CUSIP: N/A<br>LEI: 213800YIJLJT8TLZHT73       | Long             | DBT              | CORP              | GB        |      316228 | PA      | $0.00         | 0.00%             | 2028-03-04      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| Republic of El Salvador                                            | Republic of El Salvador                                                    | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     4404000 | PA      | $169554.00    | 0.02%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-139.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      175000 | PA      | $-2080.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |     3913226 | PA      | $3913225.73   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2157383 | PA      | $474046.77    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    15700000 | PA      | $94034.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $254806.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                       | Oriental Republic of Uruguay                                               | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Short            | DBT              | NUSS              | UY        |    -8100000 | PA      | $-6916590.00  | -0.68%            | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16059.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11940.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17522.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Uzbekistan                                        | National Bank of Uzbekistan                                                | CUSIP: N/A<br>LEI: 253400TZJ7T1YULTGN68       | Long             | DBT              | USGA              | UZ        |  8320000000 | PA      | $708524.57    | 0.07%             | 2028-07-17      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14380.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $57200.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                 | Republic of Zambia                                                         | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    19169999 | PA      | $18003678.83  | 1.76%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-94189.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2809310 | PA      | $71911.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OHI Group SA                                                       | OHI Group SA                                                               | CUSIP: N/A<br>LEI: 529900GW2J8DSYJHEH26       | Long             | DBT              | CORP              | LU        |     4199000 | PA      | $4207555.92   | 0.41%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV | Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV         | CUSIP: N/A<br>LEI: XTC5E2QFTEF0435JWL77       | Long             | DBT              | NUSS              | NL        |  3000000000 | PA      | $248103.84    | 0.02%             | 2028-03-27      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3800000 | PA      | $189030.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11999.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                            | Romania Government Bond                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    16000000 | PA      | $3682387.02   | 0.36%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     3711464 | PA      | $3711464.37   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Platinum                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCO              |  | US        |          19 | NC      | $13556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-318.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18033.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    17850000 | PA      | $279453.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suriname Government International Bond                             | Suriname Government International Bond                                     | CUSIP: N/A<br>LEI: 254900SYU4G5JM13TN77       | Long             | DBT              | NUSS              | SR        |     3020000 | PA      | $3061525.00   | 0.30%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20886.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8300000 | PA      | $10148.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $255301.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                           | Tanzania (United Republic of) Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | NUSS              | TZ        |     1872727 | PA      | $1854913.71   | 0.18%             | 2031-03-05      | Variable      | 9.07%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2236.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11072.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Bank of Eswatini                                           | Central Bank of Eswatini                                                   | CUSIP: N/A<br>LEI: 2549002J8BB66THYB069       | Long             | DBT              | NUSS              | SZ        |    33000000 | PA      | $1970400.28   | 0.19%             | 2027-05-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Republic of Tajikistan                                             | Republic of Tajikistan                                                     | CUSIP: N/A<br>LEI: 529900W1LSYUF3CYVU10       | Long             | DBT              | NUSS              | TJ        |     8455500 | PA      | $8504709.03   | 0.83%             | 2027-09-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      402844 | PA      | $60293.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     5900000 | PA      | $-19671.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2050000 | PA      | $1741.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23822.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aragvi Finance International DAC                                   | Aragvi Finance International DAC                                           | CUSIP: 03851RAD6<br>LEI: 635400VKAYT1VT6VBF50 | Long             | DBT              | CORP              | IE        |     2735000 | PA      | $2647855.13   | 0.26%             | 2029-11-20      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2300000 | PA      | $23572.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48589.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  4390700000 | PA      | $2965891.43   | 0.29%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9300000 | PA      | $-135440.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $71607.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                            | Republic of El Salvador                                                    | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |    62800000 | PA      | $2417800.00   | 0.24%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     6367636 | PA      | $6367635.79   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      598553 | PA      | $598552.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    10740000 | PA      | $51123.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egyptian Pound                                                     | Egyptian Pound                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | EG        |     3689443 | OU      | $67658.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8932.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $39786.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $146775.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1708596 | PA      | $1708596.11   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53104.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-55840.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2210000 | PA      | $-37896.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25544.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albanian Government Bond                                           | Albanian Government Bond                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |    21500000 | PA      | $273955.62    | 0.03%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     2639500 | PA      | $2639499.76   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      632350 | PA      | $632349.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6526.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Plata SA                                                     | Banco Plata SA                                                             | CUSIP: N/A<br>LEI: 9845009PA41B5EJ8DC26       | Long             | DBT              | CORP              | MX        |     1485000 | PA      | $1564811.01   | 0.15%             | 2028-07-16      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                              | Constellation Oil Services Holding SA                                      | CUSIP: N/A<br>LEI: 5493005YJTU769NW5I10       | Long             | EC               | CORP              | LU        |      104000 | NS      | $1433959.09   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                | Canacol Energy Ltd. First Lien Term Loan A                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      574750 | PA      | $574750.00    | 0.06%             | 2026-06-30      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| Gran Tierra Energy, Inc.                                           | Gran Tierra Energy, Inc.                                                   | CUSIP: N/A<br>LEI: 549300IH2S17MAIUCM32       | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1369812.50   | 0.13%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bills                                                        | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    83400000 | PA      | $83333085.68  | 8.16%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9562.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                | Republic of Ecuador                                                        | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1950000 | PA      | $1915875.00   | 0.19%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |     2438489 | PA      | $2438489.34   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    24900000 | PA      | $824843.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9578.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $390.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1459985 | PA      | $1459985.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA Group Ltd.                                                     | HTA Group Ltd.                                                             | CUSIP: N/A<br>LEI: 213800WEFU8O8X6EPU13       | Short            | DBT              | CORP              | MU        |    -8800000 | PA      | $-8966049.58  | -0.88%            | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      387755 | PA      | $13874.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      217722 | PA      | $-3026.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7365.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3200000 | PA      | $2546.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1100000 | PA      | $-8065.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $385817.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   470375000 | PA      | $7616336.24   | 0.75%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    33119935 | PA      | $188818.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genel Energy plc                                                   | Genel Energy plc                                                           | CUSIP: N/A<br>LEI: 549300IVCJDWC3LR8F94       | Long             | EC               | CORP              | JE        |       47081 | NS      | $33521.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3267.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                               | Unigel Luxembourg SA                                                       | CUSIP: N/A<br>LEI: 213800Y16R77O7LH7X62       | Long             | DBT              | CORP              | LU        |       90391 | PA      | $5423.46      | 0.00%             | 2027-12-31      | Variable      | 13.50%                | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   122525000 | PA      | $2045650.12   | 0.20%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Euro-Buxl                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -8 | NC      | $7173.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    32100000 | PA      | $-95116.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                        | Commonwealth of the Bahamas                                                | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |    32610000 | PA      | $34895308.80  | 3.42%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A/S                                   | Zorlu Enerji Elektrik Uretim A/S                                           | CUSIP: N/A<br>LEI: 7890005B5CSNL39OYO75       | Long             | DBT              | CORP              | TR        |     2100000 | PA      | $1852081.60   | 0.18%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    20600000 | PA      | $25315.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     2058947 | PA      | $2058947.06   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Federated Hermes Treasury Obligations Fund                         | Federated Hermes Treasury Obligations Fund - Institutional Class           | CUSIP: 60934N500<br>LEI: 254900WUIGYHOH89FC60 | Long             | STIV             | RF                | US        |       31180 | NS      | $31180.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    10700000 | PA      | $-17589.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1459985 | PA      | $1459985.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      938543 | PA      | $938542.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9700000 | PA      | $-17173.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jadestone Energy UK plc                                            | Jadestone Energy UK plc                                                    | CUSIP: N/A<br>LEI: 254900K9I7FHDEE2AH54       | Long             | DBT              | CORP              | GB        |    10150000 | PA      | $10145770.50  | 0.99%             | 2031-04-14      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     2757346 | PA      | $2757346.17   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                | Republic of Armenia                                                        | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | STIV             | NUSS              | AM        |   253125000 | PA      | $641439.18    | 0.06%             | 2026-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street SPDR S&P Oil & Gas Exploration & Production ETF       | State Street SPDR S&P Oil & Gas Exploration & Production ETF               | CUSIP: 78468R556<br>LEI: 5493001H1FSSB667C124 | Short            |  | RF                | US        |      -75376 | NS      | $-13705618.08 | -1.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Benin Government International Bond                                | Benin Government Bond                                                      | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     2398000 | PA      | $2386710.46   | 0.23%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    64300000 | PA      | $1068794.92   | 0.10%             | 2026-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      550000 | PA      | $-7591.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2220000 | PA      | $23834.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                              | Emaar Properties PJSC                                                      | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |          10 | NS      | $32.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                 | Republic of Zambia                                                         | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     5200000 | PA      | $271468.98    | 0.03%             | 2026-06-26      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Albanian Government Bond                                           | Albanian Government Bond                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |   133370000 | PA      | $1644887.60   | 0.16%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9575.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $114090.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $570465.86    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenya Shilling                                                     | Kenya Shilling                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KE        |    10241289 | OU      | $78809.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $35752.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36810.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-126333.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     1800000 | PA      | $7084.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      563452 | PA      | $50386.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashmore Group plc                                                  | Ashmore Group plc                                                          | CUSIP: N/A<br>LEI: 549300U3L59WB4YI2X12       | Short            | EC               | CORP              | GB        |    -1672962 | NS      | $-4734842.60  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      160000 | PA      | $89.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bills                                                        | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    53500000 | PA      | $53392167.54  | 5.23%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1110000 | PA      | $-10181.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $969.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31812.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-97039.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4795.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4410000 | PA      | $-16861.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-145102.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-81675.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  9531070000 | PA      | $6839599.31   | 0.67%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                        | Commonwealth of the Bahamas                                                | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |      950000 | PA      | $951900.00    | 0.09%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9597.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $204500.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  8037075000 | PA      | $5491776.86   | 0.54%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    84250000 | PA      | $1542346.15   | 0.15%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5738.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    34750000 | PA      | $-312016.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     5832301 | PA      | $5832301.15   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                        | Commonwealth of the Bahamas                                                | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     4567000 | PA      | $4879839.50   | 0.48%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    23100000 | PA      | $416870.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-191.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1098.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                          | Republic of Cote d'Ivoire First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     5555000 | PA      | $6420746.75   | 0.63%             | 2026-07-17      | Variable      | 4.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    20600000 | PA      | $232034.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Leu                                                       | Romanian Leu                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |      497475 | OU      | $112789.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   188700000 | PA      | $3183780.80   | 0.31%             | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15041.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $516156.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |     9700000 | PA      | $-7261.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9600000 | PA      | $106781.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Allied Gold Corp.                                                  | Allied Gold Corp.                                                          | CUSIP: 01921D204<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |       25883 | NS      | $802296.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of the Bahamas                                        | Commonwealth of the Bahamas                                                | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |      404000 | PA      | $405616.00    | 0.04%             | 2029-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                              | Republic of Indonesia                                                      | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2299000000 | PA      | $134839.86    | 0.01%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   169000000 | PA      | $3053225.56   | 0.30%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                | Republic of Armenia                                                        | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | DBT              | NUSS              | AM        |   713602000 | PA      | $1959911.23   | 0.19%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Euro-Bund                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         214 | NC      | $-501786.29   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Uzbek Industrial and Construction Bank ATB                         | Uzbek Industrial and Construction Bank ATB                                 | CUSIP: N/A<br>LEI: 213800C2NIFPFTXYIU69       | Long             | DBT              | CORP              | UZ        | 22520000000 | PA      | $1971385.02   | 0.19%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1322835 | PA      | $-25624.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6640000 | PA      | $-74367.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                            | Republic of El Salvador                                                    | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     9250000 | PA      | $9656907.50   | 0.95%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $24925.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    33825000 | PA      | $1171226.25   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2300000 | PA      | $-10215.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34683.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Albania                                                | Republic of Albania                                                        | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | STIV             | NUSS              | AL        |    31200000 | PA      | $374636.22    | 0.04%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |  1800000000 | PA      | $3762519.63   | 0.37%             | 2032-02-05      | Fixed         | 15.18%                | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   228000000 | PA      | $-771588.36   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Congolese International Bond                                       | Congo Government Bond                                                      | CUSIP: N/A<br>LEI: 529900BXT90HR4QTB688       | Long             | DBT              | NUSS              | CG        |    12520000 | PA      | $11752635.93  | 1.15%             | 2032-11-07      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7528.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 10 Year Note                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -293 | NC      | $414347.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1932.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      849167 | PA      | $849167.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    17147264 | PA      | $71588.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9850000 | PA      | $-200819.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4270000 | PA      | $-87147.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Euro-Bobl                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -63 | NC      | $103263.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17922.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $74149.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    16900000 | PA      | $8552.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $97117.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      934010 | PA      | $70342.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1713885 | PA      | $1713884.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      160000 | PA      | $-3198.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1778834 | PA      | $1778834.24   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-75260.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Laos Government International Bond                                 | Laos Government International Bond                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LA        |    22010000 | PA      | $22532737.50  | 2.21%             | 2030-11-12      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $134201.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $374392.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SEPLAT Energy plc                                                  | SEPLAT Energy plc                                                          | CUSIP: N/A<br>LEI: 029200711C4S4CB2E982       | Long             | EC               | CORP              | NG        |      155400 | NS      | $1010266.69   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      658228 | PA      | $43298.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18785.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valeura Energy, Inc.                                               | Valeura Energy, Inc.                                                       | CUSIP: 919144402<br>LEI: 2549003ZBCOPPO06GY48 | Long             | EC               | CORP              | CA        |       94950 | NS      | $1007448.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $94644.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1070000 | PA      | $5082.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30837.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA Holding SA                                                 | FORESEA Holding SA                                                         | CUSIP: N/A<br>LEI: 254900BAD50AKYGIMV79       | Long             | DBT              | CORP              | LU        |      979021 | PA      | $962071.31    | 0.09%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     2817538 | PA      | $2817537.99   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $28549.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $76854.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $30534.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2615.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1750.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                            | Romania Government Bond                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    28000000 | PA      | $6563013.17   | 0.64%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    26075000 | PA      | $468823.92    | 0.05%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                  | Benin Government Bond                                                      | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1664000 | PA      | $1816089.48   | 0.18%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4500000 | PA      | $-126342.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     4012426 | PA      | $4012426.19   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11964.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $91692.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20293.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      324873 | PA      | $24988.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albanian Government Bond                                           | Albanian Government Bond                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |    12500000 | PA      | $157536.19    | 0.02%             | 2028-02-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    91950000 | PA      | $1482489.06   | 0.15%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      200000 | PA      | $-682.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1700000 | PA      | $-11359.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     2294263 | PA      | $2294262.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1550000 | PA      | $-9467.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2250000 | PA      | $-19546.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank PJSC                                          | First Abu Dhabi Bank PJSC                                                  | CUSIP: N/A<br>LEI: 2138002Y3WMK6RZS8H90       | Long             | EC               | CORP              | AE        |          10 | NS      | $46.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54619.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      542463 | PA      | $542463.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21278.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Serbia and Montenegro Dinar                                        | Serbia and Montenegro Dinar                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RS        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      280000 | PA      | $-2901.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galileo Global Technologies Ltd.                                   | Galileo Global Technologies Ltd.                                           | CUSIP: N/A<br>LEI: 213800YIJLJT8TLZHT73       | Long             | DBT              | CORP              | GB        |      298246 | PA      | $297127.58    | 0.03%             | 2028-03-04      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-106033.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                  | Republic of Ghana                                                          | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      391784 | PA      | $385155.26    | 0.04%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     3708557 | PA      | $3708557.42   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds Treasury Trust Fund                      | BlackRock Liquidity Funds Treasury Trust Fund - Institutional Class        | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    74127399 | NS      | $74127399.08  | 7.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Dollar                                                    | Canadian Dollar                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |        1656 | OU      | $1190.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government of Mongolia                                             | State of Mongolia                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DBT              | NUSS              | MN        |   -18305000 | PA      | $-16864564.91 | -1.65%            | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15239.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSU Energy SA                                                      | MSU Energy SA                                                              | CUSIP: N/A<br>LEI: 529900D1ZX75KRP2HC66       | Long             | DBT              | CORP              | AR        |     4601542 | PA      | $4593029.15   | 0.45%             | 2030-12-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6452.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     3371136 | PA      | $3371136.31   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6679.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Afentra plc                                                        | Afentra plc                                                                | CUSIP: N/A<br>LEI: 21380028BFDFJK8BRX92       | Long             | EC               | CORP              | GB        |     1000000 | NS      | $1120268.24   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysian Ringgit                                                  | Malaysian Ringgit                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | MY        |          -1 | OU      | $-0.25        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42758.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithium Argentina AG                                               | Lithium Argentina AG                                                       | CUSIP: 53680QAA6<br>LEI: 25490091H0GF6CS01G98 | Long             | DBT              | CORP              | CH        |     1827000 | PA      | $1742958.00   | 0.17%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                        | Federal Republic of Nigeria                                                | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     7790000 | PA      | $7747769.32   | 0.76%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                       | Oriental Republic of Uruguay                                               | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   337950000 | PA      | $8460177.03   | 0.83%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      899766 | PA      | $899765.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |  1600000000 | PA      | $3247812.42   | 0.32%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8085000 | PA      | $75277.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   800000000 | PA      | $1368257.02   | 0.13%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     4815000 | PA      | $-164993.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54104.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Paratus Energy Services Ltd.                                       | Paratus Energy Services Ltd.                                               | CUSIP: N/A<br>LEI: 549300XB7T5BX418QX67       | Long             | EC               | CORP              | BM        |      866700 | NS      | $4158416.25   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |     2212350 | PA      | $2212350.03   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      887701 | PA      | $-18091.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $488545.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8442.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Creditas Financial Solutions Ltd.                                  | Creditas Financial Solutions Ltd.                                          | CUSIP: N/A<br>LEI: 549300BWYUOF28MWTB90       | Long             | DBT              | CORP              | KY        |     2650000 | PA      | $2617043.49   | 0.26%             | 2029-04-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1019.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-106301.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Euro-OAT                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -168 | NC      | $480290.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | U.S. Treasury Long Bond                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         178 | NC      | $-615268.98   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    27855000 | PA      | $82320.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $149006.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     1476788 | PA      | $280776.97    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      997633 | PA      | $189533.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-257367.13   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      550000 | PA      | $-7428.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    13350000 | PA      | $6984.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1266859 | PA      | $-11740.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cia General de Combustibles SA                                     | Cia General de Combustibles SA                                             | CUSIP: N/A<br>LEI: 529900ZYULFIPN299C35       | Long             | DBT              | CORP              | AR        |     4000000 | PA      | $4084000.00   | 0.40%             | 2030-11-28      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   180000000 | PA      | $2885688.83   | 0.28%             | 2026-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73842.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cie Maritime Monegasque Osv BV                                     | Cie Maritime Monegasque Osv BV                                             | CUSIP: N/A<br>LEI: 72450001P1OST9OQ9453       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $960023.33    | 0.09%             | 2029-03-28      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    45800000 | PA      | $394011.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                           | Baiterek National Investment Holding JSC                                   | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |  4545000000 | PA      | $9541526.05   | 0.93%             | 2029-04-02      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Republic of Peru                                                   | Bonos de la Tesoreria                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    15100000 | PA      | $4421070.85   | 0.43%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $53303.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Foreign Exchange USD/EUR                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    32935300 | PA      | $790619.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Icelandic Krona                                                    | Icelandic Krona                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | IS        |          -1 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    11950000 | PA      | $111269.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |     7281107 | PA      | $7281106.87   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6141.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      606750 | PA      | $606750.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     5620000 | PA      | $-35173.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   198600000 | PA      | $-33347.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-170539.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                               | Endeavour Mining plc                                                       | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Short            | DBT              | CORP              | GB        |    -1350000 | PA      | $-1372259.18  | -0.13%            | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1125425 | PA      | $1125425.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1800000 | PA      | $10688.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $187006.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1004.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3250000 | PA      | $-21263.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17354.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windfall Mining Group, Inc.                                        | Windfall Mining Group, Inc.                                                | CUSIP: N/A<br>LEI: 984500E4L49391BFF948       | Short            | DBT              | CORP              | CA        |     -830000 | PA      | $-844260.13   | -0.08%            | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   605000000 | PA      | $1192536.14   | 0.12%             | 2027-05-19      | Fixed         | 10.40%                | No            |                  2 | On Loan: No      |
| Aura Minerals, Inc.                                                | Aura Minerals, Inc.                                                        | CUSIP: N/A<br>LEI: 549300YIRI8PSDM2FV20       | Long             | EC               | CORP              | VG        |       22582 | NS      | $1842691.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Junior Gold Miners ETF                                      | VanEck Junior Gold Miners ETF                                              | CUSIP: 92189F791<br>LEI: 549300P2HS5GYBL1ME59 | Long             |  | RF                | US        |      105300 | NS      | $12640212.00  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2140000 | PA      | $2216.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |   720000000 | PA      | $1580839.43   | 0.15%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| TBC Bank JSCB                                                      | TBC Bank JSCB, Credit-Linked Note                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | UZ        | 92000000000 | PA      | $8221621.46   | 0.81%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55734.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      258228 | PA      | $9605.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12430000 | PA      | $-27113.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Salmon Group Ltd.                                                  | Salmon Group Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     5454000 | PA      | $5554975.25   | 0.54%             | 2028-05-05      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-156.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                  | Republic of Kenya                                                          | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   182600000 | PA      | $1539167.34   | 0.15%             | 2036-10-27      | Fixed         | 13.94%                | No            |                  2 | On Loan: No      |
| VAALCO Energy, Inc.                                                | VAALCO Energy, Inc.                                                        | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      147763 | NS      | $936817.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6550000 | PA      | $-69890.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      402844 | PA      | $54254.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      570000 | PA      | $-16025.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                | Republic of Armenia                                                        | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Long             | STIV             | NUSS              | AM        |   357000000 | PA      | $909579.85    | 0.09%             | 2026-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10037221 | PA      | $-97016.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16161.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                            | Romania Government Bond                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    17580000 | PA      | $4191509.08   | 0.41%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91826.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudbay Minerals, Inc.                                              | Hudbay Minerals, Inc.                                                      | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Short            | DBT              | CORP              | CA        |    -3030000 | PA      | $-3033010.31  | -0.30%            | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |     4135337 | PA      | $4135337.08   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     2210000 | PA      | $-10746.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6700000 | PA      | $9910.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $45501.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    55175000 | PA      | $941971.47    | 0.09%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-67264.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |     1723592 | PA      | $1723591.96   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                            | Raizen Fuels Finance SA                                                    | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     3023000 | PA      | $1677765.00   | 0.16%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |      825749 | PA      | $825748.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                          | Republic of Cote d'Ivoire First Lien Term Loan                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CI        |    10100000 | PA      | $11644458.47  | 1.14%             | 2027-03-09      | Variable      | 4.91%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19037.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $23592.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Albanian Lek                                                       | Albanian Lek                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AL        |    79431302 | OU      | $954588.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Resources Ltd.                                          | Brightstar Resources Ltd.                                                  | CUSIP: N/A<br>LEI: 98450058F5901E0FC619       | Long             | DBT              | CORP              | AU        |     4700000 | PA      | $4605503.45   | 0.45%             | 2030-03-18      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $152264.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90630.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1800000 | PA      | $-6485.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $90281.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Albania                                                | Republic of Albania                                                        | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | STIV             | NUSS              | AL        |   104300000 | PA      | $1242894.85   | 0.12%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1360285 | PA      | $1360285.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     4364610 | PA      | $4364610.39   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      325000 | PA      | $-1148.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peruvian New Sol                                                   | Peruvian New Sol                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PE        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4702.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  2576913000 | PA      | $1846831.29   | 0.18%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $121805.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $164825.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      600000 | PA      | $-18712.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1519.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Cedi (New)                                                   | Ghana Cedi (New)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GH        |     7797814 | OU      | $710830.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raizen Fuels Finance SA                                            | Raizen Fuels Finance SA                                                    | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     1627000 | PA      | $895866.88    | 0.09%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3600000 | PA      | $-62862.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      273418 | PA      | $21966.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7000000 | PA      | $207828.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |   340107000 | PA      | $213356.33    | 0.02%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3150000 | PA      | $4363.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Foreign Exchange USD/EUR                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    14275380 | PA      | $312907.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic                                                 | Argentine Republic                                                         | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    27000000 | PA      | $19507500.00  | 1.91%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Salmon Group Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |       14865 | NS      | $110001.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      400000 | PA      | $28.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2468056 | PA      | $81496.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                           | Tanzania (United Republic of) First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | NUSS              | TZ        |      420000 | PA      | $416004.92    | 0.04%             | 2031-04-29      | Variable      | 9.13%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    19650000 | PA      | $219008.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      492386 | PA      | $61920.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    12350000 | PA      | $75939.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vamos Europe SA                                                    | Vamos Europe SA                                                            | CUSIP: N/A<br>LEI: 894500FA5CLVV8HLE261       | Long             | DBT              | CORP              | LU        |     9020000 | PA      | $8561062.40   | 0.84%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |     3400000 | PA      | $-3082.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                | Republic of Iceland                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |  1990710860 | PA      | $15975350.19  | 1.56%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      863811 | PA      | $863810.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  2700000000 | PA      | $1859376.34   | 0.18%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9698.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $147941.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      357567 | PA      | $48372.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1314193 | PA      | $1314193.44   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $59906.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $138879.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $122977.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54178.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    20200000 | PA      | $-112651.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $101530.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                       | Islamic Republic of Pakistan                                               | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Short            | DBT              | NUSS              | PK        |   -17400000 | PA      | $-16127300.49 | -1.58%            | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indian Rupee                                                       | Indian Rupee                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | IN        |     3024739 | OU      | $31890.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australian Dollar                                                  | Australian Dollar                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AU        |      -88818 | OU      | $-61280.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   106875000 | PA      | $1832811.76   | 0.18%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    15800000 | PA      | $16298.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-63695.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                     | Var Energi ASA                                                             | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |      189600 | NS      | $972190.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137748.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $290133.82    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $112808.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      130000 | PA      | $185.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Solidcore Resources plc                                            | Solidcore Resources plc                                                    | CUSIP: N/A<br>LEI: 213800JKJ5HJWYS4GR61       | Long             | EC               | CORP              | KZ        |      301000 | NS      | $2299640.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACG Metals Ltd.                                                    | ACG Metals Ltd., Class A                                                   | CUSIP: N/A<br>LEI: 549300NXL2KSHKJXTU29       | Long             | EC               | CORP              | VG        |       72921 | NS      | $1273797.21   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      915000 | PA      | $-24914.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      920250 | PA      | $920250.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |  2685000000 | PA      | $5311302.94   | 0.52%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                 | Republic of Zambia                                                         | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     5412000 | PA      | $318048.09    | 0.03%             | 2040-06-23      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27243.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACG Holdco 1 plc                                                   | ACG Holdco 1 plc                                                           | CUSIP: N/A<br>LEI: 9845008FS09985054W54       | Long             | DBT              | CORP              | GB        |     6250000 | PA      | $6871594.44   | 0.67%             | 2029-01-13      | Fixed         | 14.75%                | No            |                  2 | On Loan: No      |
| Paratus Energy Services Ltd.                                       | Paratus Energy Services Ltd.                                               | CUSIP: N/A<br>LEI: 549300XB7T5BX418QX67       | Long             | DBT              | CORP              | BM        |     1200000 | PA      | $1252091.09   | 0.12%             | 2029-06-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  1850000000 | PA      | $1320017.16   | 0.13%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Empresa Distribuidora de Electricidad de Mendoza SA                | Empresa Distribuidora de Electricidad de Mendoza SA                        | CUSIP: N/A<br>LEI: 254900L7KLS0HQJ56Y35       | Long             | DBT              | CORP              | AR        |     2158000 | PA      | $2085167.50   | 0.20%             | 2031-07-28      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $104431.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MY        |      350000 | PA      | $-317.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $43214.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-92548.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 10 Year Ultra Note                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -252 | NC      | $431718.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1500000 | PA      | $-7004.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      950000 | PA      | $-48472.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18181.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18133.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $137891.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungarian Forint                                                   | Hungarian Forint                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3275.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 2 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          87 | NC      | $26422.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    16550000 | PA      | $170097.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| B2Gold Corp.                                                       | B2Gold Corp.                                                               | CUSIP: 11777Q209<br>LEI: 549300F7OK456M5NLM05 | Long             | EC               | CORP              | CA        |      195000 | NS      | $885917.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    10380000 | PA      | $131905.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      217172 | PA      | $5130.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3641.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $87352.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NG Energy International Corp.                                      | NG Energy International Corp.                                              | CUSIP: 62931J102<br>LEI: 5493008ZYYAQDL3KMH86 | Long             | EC               | CORP              | CA        |     2295974 | NS      | $2360177.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kazakhastan Tenge                                                  | Kazakhastan Tenge                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | KZ        |   375900000 | OU      | $788347.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3700000 | PA      | $37631.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                           | Azule Energy Finance plc                                                   | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2422887.50   | 0.24%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $633539.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      546835 | PA      | $26504.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                                   | Bonos de la Tesoreria                                                      | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    73400000 | PA      | $20023457.99  | 1.96%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      909000 | PA      | $909000.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $143062.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2445000 | PA      | $-100189.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASA Gold and Precious Metals Ltd.                                  | ASA Gold and Precious Metals Ltd.                                          | CUSIP: N/A<br>LEI: 254900VOUR4617HGCL14       | Long             |  | RF                | BM        |       39410 | NS      | $2444602.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      580000 | PA      | $-5784.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-64017.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IuteCredit Finance Sarl                                            | IuteCredit Finance Sarl                                                    | CUSIP: N/A<br>LEI: 2221005B3DQGM4INWF57       | Long             | DBT              | CORP              | LU        |     1400000 | PA      | $1610908.14   | 0.16%             | 2030-12-06      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Endeavour Mining plc                                               | Endeavour Mining plc                                                       | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | EC               | CORP              | GB        |       41345 | NS      | $2503024.50   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-91799.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-120219.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Zambian Kwacha (New)                                               | Zambian Kwacha (New)                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZM        |      819126 | OU      | $42830.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7867220 | PA      | $19521.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      472362 | PA      | $29860.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNO ASA                                                            | DNO ASA                                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXH3K072       | Long             | EC               | CORP              | NO        |      421100 | NS      | $943719.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                  | Republic of Kenya                                                          | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    82700000 | PA      | $666180.03    | 0.07%             | 2037-01-05      | Fixed         | 12.26%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |     2300631 | PA      | $2300631.32   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $156126.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                  | Republic of Kenya                                                          | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      326667 | PA      | $324881.82    | 0.03%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | U.S. Treasury 5 Year Note                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -819 | NC      | $934453.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      780000 | PA      | $-2532.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20197.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      200000 | PA      | $-1575.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $189199.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4699.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3540000 | PA      | $-21237.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    51025440 | PA      | $1542143.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bills                                                        | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    31609000 | PA      | $31561244.17  | 3.09%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                              | Republic of Guatemala                                                      | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |     2450000 | PA      | $2457350.00   | 0.24%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tanzania                                                           | Tanzania (United Republic of) First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | NUSS              | TZ        |     2040000 | PA      | $2030353.37   | 0.20%             | 2032-01-15      | Variable      | 9.30%                 | No            |                  3 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |   837121000 | PA      | $582774.02    | 0.06%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15039.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                | Canacol Energy Ltd.                                                        | CUSIP: N/A<br>LEI: 549300X5MNRWPMSM9N14       | Long             | DBT              | CORP              | CA        |     3978000 | PA      | $1417162.50   | 0.14%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    48350000 | PA      | $-63370.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Galileo Global Technologies Ltd.                                   | Galileo Global Technologies Ltd.                                           | CUSIP: N/A<br>LEI: 213800YIJLJT8TLZHT73       | Long             | DBT              | CORP              | GB        |      308772 | PA      | $307614.11    | 0.03%             | 2028-03-04      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1303.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuwaiti Dinar                                                      | Kuwaiti Dinar                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KW        |          -0 | OU      | $-0.52        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-156.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-232949.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Panoro Energy ASA                                                  | Panoro Energy ASA                                                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXGWM030       | Long             | EC               | CORP              | NO        |      299300 | NS      | $1051832.13   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-90231.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      300000 | PA      | $-7681.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meren Energy, Inc.                                                 | Meren Energy, Inc.                                                         | CUSIP: 588914101<br>LEI: 549300071188HIDJEB11 | Long             | EC               | CORP              | CA        |     1672500 | NS      | $2933577.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39999.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Armenia                                                | Republic of Armenia                                                        | CUSIP: N/A<br>LEI: 5299000H77JSW90G7935       | Short            | DBT              | NUSS              | AM        |    -3100000 | PA      | $-3151961.43  | -0.31%            | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Euro-BTP                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -116 | NC      | $465527.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1170000 | PA      | $-34350.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    32770000 | PA      | $-479773.56   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3560000 | PA      | $-13706.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2235000 | PA      | $-83567.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $143356.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1785.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                | Republic of Ecuador                                                        | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2200000 | PA      | $2161500.00   | 0.21%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                  | Republic of Kenya                                                          | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   231000000 | PA      | $2200590.77   | 0.22%             | 2032-08-09      | Fixed         | 18.46%                | No            |                  2 | On Loan: No      |
| Panoro Energy ASA                                                  | Panoro Energy ASA                                                          | CUSIP: N/A<br>LEI: 5967007LIEEXZXGWM030       | Long             | DBT              | CORP              | NO        |      212000 | PA      | $218360.51    | 0.02%             | 2029-12-11      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      965000 | PA      | $-18767.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6110000 | PA      | $81061.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-153350.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     1547205 | PA      | $1547205.25   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      325000 | PA      | $-3538.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    26250000 | PA      | $-90724.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20690.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Papua New Guinea Government International Bond                     | Papua New Guinea Government International Bond                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PG        |     8525000 | PA      | $8864546.66   | 0.87%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15507.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                  | Republic of Kenya                                                          | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |        5000 | PA      | $5138.06      | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      550000 | PA      | $-6617.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7255000 | PA      | $33848.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      368203 | PA      | $-10081.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                        | Federal Republic of Nigeria                                                | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Short            | DBT              | NUSS              | NG        |   -11300000 | PA      | $-11457931.17 | -1.12%            | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     1000000 | PA      | $1766.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     1200000 | PA      | $5840.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      964236 | PA      | $964236.15    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Navios South American Logistics, Inc.                              | Navios South American Logistics, Inc.                                      | CUSIP: N/A<br>LEI: 89450079LEE5QGJRM678       | Long             | DBT              | CORP              | MH        |     8000000 | PA      | $8338293.04   | 0.82%             | 2030-07-14      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $76931.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                                           | Tanzania (United Republic of) First Lien Term Loan                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | NUSS              | TZ        |     4437500 | PA      | $4416516.21   | 0.43%             | 2032-01-15      | Variable      | 9.13%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      400000 | PA      | $1140.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gran Tierra Energy, Inc.                                           | Gran Tierra Energy, Inc.                                                   | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4065250.00   | 0.40%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance plc                                           | Azule Energy Finance plc                                                   | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |      778000 | PA      | $786558.06    | 0.08%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   394000000 | PA      | $6256398.47   | 0.61%             | 2026-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                    | Stichting Administratiekantoor Unigel Creditors                            | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |         827 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Uab Dirham                                                         | Uab Dirham                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | AE        |          -0 | OU      | $-0.07        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $334031.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   683000000 | PA      | $11958.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7072.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                                 | Dominican Republic Government Bond                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Short            | DBT              | NUSS              | DO        |   -17750000 | PA      | $-18527450.00 | -1.81%            | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Albanian Government Bond                                           | Albanian Government Bond                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |    26000000 | PA      | $342739.85    | 0.03%             | 2030-11-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Limak Iskenderun Uluslararasi Liman Isletmeciligi A/S              | Limak Iskenderun Uluslararasi Liman Isletmeciligi A/S                      | CUSIP: N/A<br>LEI: 5299001DUZ9PI7TCRC47       | Long             | DBT              | CORP              | TR        |     6488307 | PA      | $6396374.48   | 0.63%             | 2036-07-10      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16411.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                | International Bank for Reconstruction & Development                        | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | IN        |    63000000 | PA      | $633052.77    | 0.06%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Armenian Dram                                                      | Armenian Dram                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AM        |           0 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1600000 | PA      | $-29253.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    23980000 | PA      | $159122.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     7182936 | PA      | $7182936.26   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                            | Romania Government Bond                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    27605000 | PA      | $6233536.08   | 0.61%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Nigerian Naira                                                     | Nigerian Naira                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NG        |   805073301 | OU      | $581099.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Iceland                                                | Republic of Iceland                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   290100000 | PA      | $1824524.60   | 0.18%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     2809310 | PA      | $24758.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41759.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25867.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                 | Republic of Zambia                                                         | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    10825000 | PA      | $618514.98    | 0.06%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      171032 | PA      | $4313.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   280000000 | PA      | $5067881.39   | 0.50%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8136.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |     4581993 | PA      | $4581993.14   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29560.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $253731.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $244602.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $182732.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Trident Energy Finance plc                                         | Trident Energy Finance plc                                                 | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |     3760000 | PA      | $4018095.05   | 0.39%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        | 12983508000 | PA      | $8580981.43   | 0.84%             | 2026-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pearl Petroleum Co. Ltd.                                           | Pearl Petroleum Co. Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |     1470000 | PA      | $1582237.44   | 0.15%             | 2028-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      100000 | PA      | $-367.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NDIRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   947000000 | PA      | $-377307.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      635204 | PA      | $635203.81    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ventura Offshore Holding Ltd.                                      | Ventura Offshore Holding Ltd.                                              | CUSIP: N/A<br>LEI: 5299001V0XROH623VE19       | Long             | EC               | CORP              | BM        |      204354 | NS      | $576435.92    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6083815 | PA      | $-68816.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iceland                                                | Republic of Iceland                                                        | CUSIP: N/A<br>LEI: 549300K5GD3JPA2LLG98       | Long             | DBT              | NUSS              | IS        |   322917098 | PA      | $2586410.56   | 0.25%             | 2026-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Benin                                                  | Benin Government Bond                                                      | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     6206000 | PA      | $6326373.74   | 0.62%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chinese Yuan Offshore                                              | Chinese Yuan Offshore                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |       35011 | OU      | $5083.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     7650000 | PA      | $96350.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15258.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      450000 | PA      | $764.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, N.A.                                          | JPMorgan Chase Bank, N.A.                                                  | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | RA               | CORP              | US        |      877358 | PA      | $877358.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $826.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International                                 | Morgan Stanley & Co. International                                         | CUSIP: N/A<br>LEI: 4PQUHN3JPFGFNF3BB653       | Long             | RA               | CORP              | US        |      808989 | PA      | $808988.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      765000 | PA      | $-20069.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                         | Asian Infrastructure Investment Bank (The)                                 | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              | NUSS              | IN        |    80000000 | PA      | $822766.56    | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | S&P 500 E-Mini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -97 | NC      | $511915.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $141080.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bills                                                        | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    23400000 | PA      | $23233984.49  | 2.28%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Panoro Energy ASA                                                  | Panoro Energy ASA, Series MAR                                              | CUSIP: N/A<br>LEI: 5967007LIEEXZXGWM030       | Long             | DBT              | CORP              | NO        |     1532000 | PA      | $1577963.71   | 0.15%             | 2029-12-11      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Foreign Exchange USD/EUR                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    31006710 | PA      | $687475.72    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5807.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      515000 | PA      | $-4612.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    20750000 | PA      | $378537.65    | 0.04%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      450000 | PA      | $-6506.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-39769.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17046.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34394.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $113544.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                  | Republic of Kenya                                                          | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |   467500000 | PA      | $3734703.20   | 0.37%             | 2033-01-10      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Central and Eastern Europe Fund, Inc.                              | Central and Eastern Europe Fund, Inc.                                      | CUSIP: 153436100<br>LEI: 549300TSXFIOF89ZI608 | Long             |  | RF                | US        |      166199 | NS      | $3041441.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      383838 | PA      | $16534.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     9100000 | PA      | $84218.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  5587879000 | PA      | $4040541.73   | 0.40%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10833.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2085000 | PA      | $-39500.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Zambia                                                 | Republic of Zambia                                                         | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |    21649000 | PA      | $1163525.68   | 0.11%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2344.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26693.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                               | Unigel Luxembourg SA                                                       | CUSIP: N/A<br>LEI: 213800Y16R77O7LH7X62       | Long             | DBT              | CORP              | LU        |      232849 | PA      | $6985.47      | 0.00%             | 2028-12-31      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      552430 | PA      | $23002.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceanica Lux                                                       | Oceanica Lux                                                               | CUSIP: N/A<br>LEI: 635400VU48WVABC1TO64       | Long             | DBT              | CORP              | LU        |     3520000 | PA      | $3709440.52   | 0.36%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Bellevue Gold Ltd.                                                 | Bellevue Gold Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      874750 | NS      | $944498.35    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2971.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-97751.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                  | MC Brazil Downstream Trading SARL                                          | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |     9002785 | PA      | $8120601.97   | 0.80%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Absa Bank Ltd.                                                     | Absa Bank Ltd., Credit-Linked Note                                         | CUSIP: N/A<br>LEI: SLI1CVYMJ21DST0Q8K25       | Long             | SN               | CORP              | ZA        |   405000000 | PA      | $6243469.01   | 0.61%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                               | EURO                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        1492 | OU      | $1724.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| British Pound                                                      | British Pound                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     2796590 | OU      | $3701566.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26627.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     8850000 | PA      | $111756.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106209.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10671.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                           | U.S. Treasury Bills                                                        | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     2930000 | PA      | $2919970.73   | 0.29%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    37800000 | PA      | $259994.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    17600000 | PA      | $-12726.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      775623 | PA      | $775623.33    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    13200000 | PA      | $-13201.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        |  1850000000 | PA      | $1278643.70   | 0.13%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Albanian Government Bond                                           | Albanian Government Bond                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |    68700000 | PA      | $820560.34    | 0.08%             | 2027-04-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hibiscus Petroleum Bhd.                                            | Hibiscus Petroleum Bhd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |     1729100 | NS      | $935255.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-134970.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    13000000 | PA      | $4437.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     2140000 | PA      | $5768.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energean plc                                                       | Energean plc                                                               | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | EC               | CORP              | GB        |       40800 | NS      | $466521.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $106534.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedish Krona                                                      | Swedish Krona                                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | SE        |          -9 | OU      | $-0.91        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3250000 | PA      | $109888.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck Gold Miners ETF                                             | VanEck Gold Miners ETF                                                     | CUSIP: 92189F106<br>LEI: 54930031TORTKAM9TJ98 | Short            |  | RF                | US        |     -107948 | NS      | $-9906387.96  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDI                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    29450000 | PA      | $247296.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Canacol Energy Ltd.                                                | Canacol Energy Ltd. Delayed Draw First Lien Term Loan                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      275000 | PA      | $275000.00    | 0.03%             | 2026-06-30      | Variable      | 13.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      230000 | PA      | $270.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     3195000 | PA      | $-17499.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                        | Merrill Lynch International                                                | CUSIP: N/A<br>LEI: 549300J8H1BYG1YAFY05       | Long             | RA               | CORP              | US        |      950105 | PA      | $950105.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $92247.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pegasus Hava Tasimaciligi A/S                                      | Pegasus Hava Tasimaciligi A/S                                              | CUSIP: N/A<br>LEI: 789000B1MW5PQ58A8T03       | Short            | DBT              | CORP              | TR        |    -7200000 | PA      | $-7157232.00  | -0.70%            | 2031-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DTRS                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      680402 | PA      | $51258.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    11048663 | PA      | $70394.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesian Rupiah                                                  | Indonesian Rupiah                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |   285711110 | OU      | $16811.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    29250000 | PA      | $-419647.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Albanian Government Bond                                           | Albanian Government Bond                                                   | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |    14800000 | PA      | $179785.30    | 0.02%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-38633.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                                   | Nigeria OMO Bill                                                           | CUSIP: N/A<br>LEI: 549300G1JG004Y3K8S97       | Long             | STIV             | UST               | NG        | 10490237000 | PA      | $7113149.23   | 0.70%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Torex Gold Resources, Inc.                                         | Torex Gold Resources, Inc.                                                 | CUSIP: 891054603<br>LEI: 549300QL07027186GQ85 | Long             | EC               | CORP              | CA        |       18790 | NS      | $862440.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1235.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                             | Arab Republic of Egypt                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    97025000 | PA      | $1696115.66   | 0.17%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      390000 | PA      | $-13545.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CDS                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      300000 | PA      | $-9943.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29939.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Forward Foreign Currency Contract                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $84881.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kazakhstan                                             | Republic of Kazakhstan                                                     | CUSIP: N/A<br>LEI: 5493007OEK8EF02UO833       | Long             | DBT              | NUSS              | KZ        |  1390000000 | PA      | $2262870.50   | 0.22%             | 2037-01-28      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| Central Bank of Eswatini                                           | Central Bank of Eswatini                                                   | CUSIP: N/A<br>LEI: 2549002J8BB66THYB069       | Long             | DBT              | NUSS              | SZ        |    18000000 | PA      | $1048393.19   | 0.10%             | 2030-08-01      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| Romania                                                            | Romania Government Bond                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    10210000 | PA      | $2262815.75   | 0.22%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Artisan Partners Funds Inc.

**Signature:** Shannon K. Jagodinski

**Name of Signer:** Shannon K. Jagodinski

**Title:** Chief Financial Officer, Vice President and Treasurer