# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001099263-26-003051
**Filing Date:** 2026-3
**Character Count:** 363916
**Document Hash:** 6a1d97127a69a6134e053bfd60232681
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003051.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003051

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001047304

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08399
- **FILM NUMBER:** 26705863

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9497204721

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

## Series and Classes Contracts Data

### PIMCO Emerging Markets Bond Portfolio (Series ID: S000009668)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026494 | Administrative | VPVEMDV         |
| C000030987 | Advisor        | VPVEMVV         |
| C000030995 | Institutional  | PVEMBPA         |
| C000148732 | M              | PVEMBPM         |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Variable Insurance Trust

- **b. Investment Company Act file number:** 811-08399

- **c. CIK number of Registrant:** 0001047304

- **d. LEI of Registrant:** 549300KNGHUU7TTJOR56

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

- **b. EDGAR series identifier (if any):** S000009668

- **c. LEI of Series:** 7WSPSGH6AHW0E5SKX275

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $219083510.84

**Total Liabilities:** $14646000.26

**Net Assets:** $204437510.58

**Cash Not Reported:** $3211595.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3792.034300 | **1-Year:** 5631.878200 | **5-Year:** 17103.688800 | **10-Year:** 40850.329000 | **30-Year:** 4907.976000

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

- **3-Month:** 2630.684100 | **1-Year:** 5127.695600 | **5-Year:** 19963.166000 | **10-Year:** 14486.264100 | **30-Year:** 408.330800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026494 | 2.46%                | 0.73%                | 0.45%                |
| Class ID C000030987 | 2.45%                | 0.72%                | 0.45%                |
| Class ID C000148732 | 2.44%                | 0.71%                | 0.43%                |
| Class ID C000030995 | 2.48%                | 0.74%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-195793.43              | $3328119.88                                |
| Month 2  | $492410.37               | $-166314.84                                |
| Month 3  | $181794.54               | $-24514.94                                 |

**Designated Index Information**

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

- **Index Identifier:** JPEGCOMP

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VALE SA                                                                      | VALE SA SUBORDINATED 12/49 VAR                            | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   10380000 | PA      | $786112.51    | 0.38%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                      | RUTAS 2 + 7 FINANCE LTD SR SECURED REGS 09/36 0.00000     | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     146667 | PA      | $111569.31    | 0.05%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.50 9/21/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-177502.83   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                         | ADNOC MURBAN RSC LTD ADNOC MURBAN RSC LTD                 | CUSIP: ACI2R1L89<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $188333.51    | 0.09%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83     | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $139619.62    | 0.07%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN (RSC) LTD                                                          | MDGH GMTN RSC LTD COMPANY GUAR 144A 05/53 5.084           | CUSIP: 55285GAC8<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | MUN               | AE        |     200000 | PA      | $190326.00    | 0.09%             | 2053-05-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2044000 | PA      | $1265747.00   | 0.62%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-16IP                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1          | CUSIP: 45660LUD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61817 | PA      | $47366.00     | 0.02%             | 2045-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 05/41 3.1                  | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     300000 | PA      | $231810.00    | 0.11%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.55 06/07/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-2647.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260224                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $238.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 03/41 3.3                   | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     200000 | PA      | $154920.00    | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                               | ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875        | CUSIP: ACI1LP9H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $161121.62    | 0.08%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE             | FIEMEX ENERGIA   BANC AC SR SECURED 144A 01/41 7.25       | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     198101 | PA      | $208557.28    | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290502                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $10315.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED 144A 01/27 3.257                   | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $197206.13    | 0.10%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US ULTRA BOND CBT MAR26 XCBT 20260320                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          5 | NC      | $-17552.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                         | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11                | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     323348 | PA      | $22634.36     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 03/19/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14129.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                         | DAE SUKUK DIFC LTD SR UNSECURED 144A 10/30 4.5            | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $395340.32    | 0.19%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7136.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10        | CUSIP: 12668BXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110989 | PA      | $40977.52     | 0.02%             | 2036-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 04/30 7.375             | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $211700.00    | 0.10%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-16534.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                   | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7      | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2200000 | PA      | $693820.48    | 0.34%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000    | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      59201 | PA      | $220.52       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-14                                        | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3            | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148854 | PA      | $146394.34    | 0.07%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95         | CUSIP: ACI1YYV64<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     150000 | PA      | $149210.44    | 0.07%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750Q6M6 PIMCO FXVAN CALL USD TRY 56.75000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -1935000 | NC      | $-5042.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED REGS 03/47 6.5        | CUSIP: M75242BA0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     300000 | PA      | $323015.63    | 0.16%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5918.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $706.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OMAN GOVT EM BP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1295.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-202.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLOVENIA GOVT                                                                | REPUBLIC OF SLOVENIA BONDS REGS 09/33 5                   | CUSIP: ACI2JST65<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     300000 | PA      | $312137.53    | 0.15%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5           | CUSIP: ACI0Z1HG1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     400000 | PA      | $407070.76    | 0.20%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   32200000 | PA      | $749575.37    | 0.37%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20261120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $-176.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                  | KUWAIT INTL BOND SR UNSECURED 144A 10/35 4.652            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    1000000 | PA      | $1001155.69   | 0.49%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/38 6.5               | CUSIP: ACI35CDQ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $227659.74    | 0.11%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $298.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     439537 | PA      | $209878.92    | 0.10%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 03/37 10.5           | CUSIP: P3579ECY1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $136433.87    | 0.07%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED REGS 02/31 9.75            | CUSIP: ACI2MWJ22<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $218910.30    | 0.11%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.37         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                              | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375             | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194949.96    | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY LIMITED                                                | TRANSJAMAICAN HIGHWAY SR SECURED 144A 10/36 5.75          | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |     167431 | PA      | $156016.85    | 0.08%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-80.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $3664.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                                  | KINGDOM OF JORDAN SR UNSECURED 144A 01/28 7.75            | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $208916.59    | 0.10%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | REPUBLIC OF PHILIPPINES SR UNSECURED 12/45 2.65           | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $132701.37    | 0.06%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $1042.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 06/31 5.875              | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     500000 | PA      | $502459.50    | 0.25%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260223                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $1.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4           | CUSIP: 61749LAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        645 | PA      | $629.20       | 0.00%             | 2036-06-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA          | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9151 | PA      | $8610.68      | 0.00%             | 2037-09-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25           | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $201279.50    | 0.10%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 09/51 8.25          | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $196651.22    | 0.10%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                | FLEX LTD SR UNSECURED 06/29 4.875                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     100000 | PA      | $101517.85    | 0.05%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM44 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-6529.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BTP FUTURE   MAR26 XEUR 20260306                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          2 | NC      | $-566.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR           | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     540000 | PA      | $477360.00    | 0.23%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260518                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-65.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED 144A 01/30 3.68                    | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $192089.34    | 0.09%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1439.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4        | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     800000 | PA      | $594149.60    | 0.29%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                                               | BULGARIA SR UNSECURED REGS 03/37 5                        | CUSIP: ACI2QXXD6<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     400000 | PA      | $399714.25    | 0.20%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                             | VEDANTA RESOURCES COMPANY GUAR 144A 10/32 9.125           | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $403537.54    | 0.20%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                    | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    2500000 | PA      | $2549600.00   | 1.25%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                 | METINVEST BV COMPANY GUAR REGS 04/26 8.5                  | CUSIP: BF4JDJII7<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $357000.00    | 0.17%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM42 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1433.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -460462 | PA      | $-461267.57   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/45 4.875                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      30000 | PA      | $30300.00     | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/26 4.75       | CUSIP: ACI120PP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     300000 | PA      | $353342.68    | 0.17%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.32 10/02/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $976.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                               | NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875              | CUSIP: ACI1FZB15<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $467156.39    | 0.23%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260225                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $796.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 01/36 8.6308        | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     400000 | PA      | $430085.28    | 0.21%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261211                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-184.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA DEVELOPMENT BANK OF KAZA         | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |     500000 | PA      | $506573.50    | 0.25%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL BK5346 FN 07/48 FIXED 4                         | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20925 | PA      | $20213.66     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 04/51 8.875     | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     300000 | PA      | $296206.09    | 0.14%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027     | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $312988.75    | 0.15%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 06/29 5.25                      | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     500000 | PA      | $510720.00    | 0.25%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-15N                                                     | LEHMAN XS TRUST LXS 2007 15N 2A1                          | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105505 | PA      | $104537.51    | 0.05%             | 2037-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $419.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | HAZINE MUSTESARLIGI VARL SR UNSECURED 144A 09/30 6.75     | CUSIP: 421790AN6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $420284.10    | 0.21%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                         | PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/42 6          | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $204155.63    | 0.10%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PYG BOUGHT USD 20260203                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3162.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375    | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $159864.22    | 0.08%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 04/28 4           | CUSIP: ACI2SS7B8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     248218 | PA      | $238296.55    | 0.12%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5761.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2010.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 01/36 8.375                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     600000 | PA      | $617874.43    | 0.30%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5           | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $203535.38    | 0.10%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 03/19/25-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $23855.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                              | ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75     | CUSIP: ACI23Q596<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     300000 | PA      | $281452.52    | 0.14%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.16500 09/27/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14077.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 06/55 6.2                   | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     300000 | PA      | $308745.00    | 0.15%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260326                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $3863.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/55 6.875       | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $214250.00    | 0.10%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                  | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3900000 | PA      | $234124.82    | 0.11%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCAR TURKIYE ENERJI AS                                                      | SOCAR TURKEY ENERJI AS EUR TERM LOAN                      | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |    1000000 | PA      | $1178137.99   | 0.58%             | 2026-08-11      | Floating      | 5.54%                 | No            |                  3 | On Loan: No      |
| CAMEROON GOVT                                                                | REPUBLIC OF CAMEROON SR UNSECURED 144A 07/32 5.95         | CUSIP: ACI1YYY53<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     400000 | PA      | $397894.51    | 0.19%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260320                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2243.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP BRC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-4272.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   25300000 | PA      | $1594388.89   | 0.78%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260112                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $288.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                              | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65     | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     200000 | PA      | $214800.00    | 0.11%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1970719 | PA      | $-1975087.18  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000    | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      23680 | PA      | $296.00       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5      | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    2500000 | PA      | $2139871.33   | 1.05%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 08/28 1.539                   | CUSIP: ACI1V35Q0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $226651.96    | 0.11%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                   | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1   | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1700000 | PA      | $550043.14    | 0.27%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300812                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1061.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129      | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $319054.00    | 0.16%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND SR UNSECURED 03/54 5.5                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $383973.01    | 0.19%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                               | BOI FINANCE BV 02/27 7.5                                  | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |     600000 | PA      | $727152.42    | 0.36%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA HULU ENERGI                                                     | PERTAMINA HULU ENERGI PT SR UNSECURED 144A 05/30 5.25     | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     500000 | PA      | $510167.28    | 0.25%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $1129.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/30 VAR         | CUSIP: ACI2SS6S2<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     258975 | PA      | $246822.38    | 0.12%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/32 VAR            | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     160800 | PA      | $122610.00    | 0.06%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | CBB INTL SUKUK PROG WLL SR UNSECURED 144A 02/34 5.8735    | CUSIP: 124808AC0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     200000 | PA      | $199280.47    | 0.10%             | 2034-02-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                      | CUSIP: ACI307771<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  339400000 | PA      | $221950.31    | 0.11%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $806.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25             | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     300000 | PA      | $175031.53    | 0.09%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-17860.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199784.53    | 0.10%             | 2028-03-13      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/29 5.5            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $202920.00    | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8262.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.73000 08/03/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $837.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/50 8.875      | CUSIP: ACI1MLRZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     400000 | PA      | $406475.67    | 0.20%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 02/32 7.125              | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     500000 | PA      | $531008.75    | 0.26%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-94.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BANK                                                   | HUNGARIAN DEVELOPMENT BA GOVT GUARANT REGS 06/28 6.5      | CUSIP: ACI2G9RQ8<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | CORP              | HU        |     500000 | PA      | $521512.15    | 0.26%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                           | PROVINCIA DE BUENOS AIRE SR UNSECURED 144A 09/37 VAR      | CUSIP: ACI208T77<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     131372 | PA      | $101179.79    | 0.05%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1569.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                   | FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05         | CUSIP: ACI1V9JW9<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $294408.29    | 0.14%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1776470 | PA      | $1325246.62   | 0.65%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU             | ENFRAGEN ENERGIA SUR SAU SR SECURED 144A 06/32 8.499      | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |     200000 | PA      | $207659.29    | 0.10%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR           | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      30000 | PA      | $29760.00     | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 1217687000 | PA      | $763999.81    | 0.37%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-SCHATZ FUT   MAR26 XEUR 20260306                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -9 | NC      | $1552.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528     | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $314184.90    | 0.15%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR NOTE (CBT)MAR26 XCBT 20260320                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        402 | NC      | $-141104.34   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $972.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $80.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC LIMITED                                                              | NBK SPC LTD COMPANY GUAR 144A 09/27 VAR                   | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     700000 | PA      | $686692.13    | 0.34%             | 2027-09-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5      | CUSIP: P7807HAB1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     200000 | PA      | $46800.00     | 0.02%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                           | MVM ENERGETIKA ZRT SR UNSECURED REGS 06/28 7.5            | CUSIP: ACI2GH642<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |     200000 | PA      | $212037.98    | 0.10%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.50000 11/25/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $-7180.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED 144A 08/50 4.027                   | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $138973.69    | 0.07%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                                                     | ECUADOR SOCIAL BOND SARL GOVT GUARANT REGS 01/35 0.0000   | CUSIP: ACI1J5KS8<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |      40176 | PA      | $29227.78     | 0.01%             | 2035-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/20/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-15222.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4113.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260225                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $2.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $2716.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $429.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.253 07/11/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $50568.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/37 6.875            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     400000 | PA      | $427800.00    | 0.21%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-306.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-15Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14269.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261207                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-122.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -316324 | PA      | $-316895.73   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                            | UZBEKNEFTEGAZ SR UNSECURED REGS 11/28 4.75                | CUSIP: ACI21QDZ1<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |     400000 | PA      | $385272.52    | 0.19%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-500.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-15Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2735.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5          | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        993 | PA      | $85.40        | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1267.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6          | CUSIP: ACI1DKJ46<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $629600.78    | 0.31%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260225                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $1107.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                              | INTEROCEANICA FINANCE V UNSECURED REGS 05/30 7.86         | CUSIP: G34072AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     170054 | PA      | $177268.95    | 0.09%             | 2030-05-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED 144A 10/37 6.625          | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     400000 | PA      | $400851.15    | 0.20%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR         | CUSIP: ACI2SS751<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     238050 | PA      | $217165.55    | 0.11%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PYG BOUGHT USD 20260206                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4376.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $4502.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 09/47 7.5            | CUSIP: ACI0XQB41<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     300000 | PA      | $309925.78    | 0.15%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/35 5.625    | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     500000 | PA      | $530796.85    | 0.26%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 09/53 6.3                   | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $307363.50    | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.03000 10/04/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2573.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD HUF BOUGHT USD 20260217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-541.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING PLC 2022-1X                                             | TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS                 | CUSIP: ACI22Y5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      35494 | PA      | $47860.79     | 0.02%             | 2063-12-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                         | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR            | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     148622 | PA      | $30467.51     | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | COLOMBIA LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-89191.74    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR        | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      35521 | PA      | $745.94       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                 | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/26 0.00000    | CUSIP: ACI37LQK3<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     257850 | PA      | $41255.97     | 0.02%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/48 9.375          | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $176418.75    | 0.09%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260323                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $541.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 03/36 5.5                   | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     300000 | PA      | $306330.00    | 0.15%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | INDONESIA GOVT SUKUK SR UNSECURED REGS 11/54 5.65         | CUSIP: Y68613AF8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $202306.00    | 0.10%             | 2054-11-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                         | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/54 5.125        | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     800000 | PA      | $753334.05    | 0.37%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.43900 11/24/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $-4711.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 02/31 7.9          | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 3116000000 | PA      | $452002.00    | 0.22%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | NOTA DO TESOURO NACIONAL NOTES 08/50 6                    | CUSIP: B4VFQNII7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4578211 | PA      | $749674.06    | 0.37%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3241.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-9828.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1649.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75     | CUSIP: ACI1J8HW7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     400000 | PA      | $283643.63    | 0.14%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $107.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-4499.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $342.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20261007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-9163.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 10/33 7.875           | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     300000 | PA      | $300467.08    | 0.15%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260226                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $48993.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.37000 10/09/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $10501.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1571.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $83.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 6              | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $513175.00    | 0.25%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -382638 | PA      | $-383441.32   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/55 7.15           | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     400000 | PA      | $428840.00    | 0.21%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375      | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     900000 | PA      | $1088447.90   | 0.53%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP MYC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $7242.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 01/32 4.875                 | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     349000 | PA      | $398131.66    | 0.19%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                             | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875       | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    1100000 | PA      | $1109524.42   | 0.54%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-385.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHARJAH GOVT                                                                 | FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375       | CUSIP: ACI1W8HT9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $285422.52    | 0.14%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $467.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                            | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR      | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $392945.61    | 0.19%             | 2032-01-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 01/31 8.747         | CUSIP: BGT0PTII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $218197.03    | 0.11%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/34 5.5      | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $211639.30    | 0.10%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | FED REPUBLIC OF BRAZIL SR UNSECURED 02/33 5.5             | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     200000 | PA      | $197390.00    | 0.10%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED 144A 03/33 1.65           | CUSIP: ACI1W3XG0<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     500000 | PA      | $491609.66    | 0.24%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 12/99 3.23                  | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     200000 | PA      | $109670.00    | 0.05%             | 2099-12-31      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.19000 11/18/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $-2755.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-12Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3551.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                         | PT PERTAMINA (PERSERO) SR UNSECURED 144A 05/44 6.45       | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    1500000 | PA      | $1605198.44   | 0.79%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 10/38 8.8             | CUSIP: 491798AQ7<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     300000 | PA      | $304455.98    | 0.15%             | 2038-10-09      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $777.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $-419.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-365.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 02/32 7.75                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $206082.00    | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-76.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B1                                            | BENCHMARK MORTGAGE TRUST BMARK 2018 B1 A5                 | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $989613.70    | 0.48%             | 2051-01-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                          | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 07/34 5.95     | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $209519.21    | 0.10%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SLOVENIA GOVT                                                                | REPUBLIC OF SLOVENIA BONDS 144A 09/33 5                   | CUSIP: 831594AH9<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     400000 | PA      | $416183.38    | 0.20%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                             | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1           | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        454 | PA      | $417.17       | 0.00%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | UZBEK INDUSTRIAL AND CON SR UNSECURED 144A 07/27 21       | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 2980000000 | PA      | $265453.28    | 0.13%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                              | TURKCELL ILETISIM HIZMET SR UNSECURED 144A 01/30 7.45     | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     400000 | PA      | $421483.83    | 0.21%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                         | DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75           | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $199633.65    | 0.10%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                                | TRINIDAD GEN UNLTD SR UNSECURED 144A 06/33 7.75           | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $207417.00    | 0.10%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 06/31 9.625         | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $227597.39    | 0.11%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625            | CUSIP: ACI2FG3T3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   23800000 | PA      | $460857.98    | 0.23%             | 2034-02-10      | Fixed         | 13.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6676.42      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1659.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/61 3.404        | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     300000 | PA      | $204171.93    | 0.10%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $178.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8467.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5          | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       4030 | PA      | $346.58       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 5.95500 05/08/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $71769.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $2.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 05/54 4.625                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50000 | PA      | $48167.97     | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5962.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                             | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                  | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1331 | PA      | $1256.24      | 0.00%             | 2036-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-13789.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND SR UNSECURED 04/53 5.5                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     650000 | PA      | $625861.46    | 0.31%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                               | ABU DHABI GOVT INT L SR UNSECURED 144A 04/54 5.5          | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $409212.30    | 0.20%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95               | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1400000 | PA      | $1140678.00   | 0.56%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AZN SOLD USD 20271029                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-15162.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD (CFE)                                       | COMISION FEDERAL DE ELEC COMPANY GUAR 144A 02/52 6.264    | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $187354.11    | 0.09%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT DOP SOLD USD 20260302                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $18689.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE AFRICAN EXPORT-IMPORT BANK                                               | AFRICAN EXPORT IMPORT BA SR UNSECURED 144A 05/26 2.634    | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | N/A       |     600000 | PA      | $592500.00    | 0.29%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   44400000 | PA      | $7837951.63   | 3.83%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                            | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.672       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     194174 | PA      | $202181.94    | 0.10%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                              | INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000     | CUSIP: 46062JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     379536 | PA      | $319414.11    | 0.16%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875        | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     400000 | PA      | $389102.80    | 0.19%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5                 | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     390000 | PA      | $284992.50    | 0.14%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 07/39 6.75                      | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $367790.59    | 0.18%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1614.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CDX EM38 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-8200.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/34 5.75              | CUSIP: ACI35CC95<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $228066.36    | 0.11%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2869.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260112                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $648.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 03/33 5.375            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $298350.00    | 0.15%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625       | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     700000 | PA      | $445688.25    | 0.22%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-359.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA EUR TERM LOAN                          | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     900000 | PA      | $1059865.60   | 0.52%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                                 | PRIO LUX HLD SARL COMPANY GUAR 144A 10/30 6.75            | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $389600.00    | 0.19%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED 144A 07/51 3.3                  | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     500000 | PA      | $350552.50    | 0.17%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KRW SOLD USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-306.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 02/32 7.875         | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     400000 | PA      | $418965.78    | 0.20%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORPORATION                                                        | KOREA GAS CORP SR UNSECURED REGS 10/29 3.5                | CUSIP: ACI2ZFLG1<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | MUN               | KR        |     200000 | PA      | $191974.02    | 0.09%             | 2029-10-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                            | LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875      | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      76241 | PA      | $79375.36     | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 12/20/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-8123.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20270618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-45.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 03/36 9.5             | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $213651.32    | 0.10%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP BPS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2414.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BRC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4454.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO GOVT                                                       | TRINIDAD + TOBAGO SR UNSECURED 144A 01/31 5.95            | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     300000 | PA      | $307200.00    | 0.15%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 04/56 4.5                 | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     900000 | PA      | $677655.00    | 0.33%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260211                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1121.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BPS                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $16022.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL GROUP LTD                                                                | ICL GROUP LIMITED SR UNSECURED 144A REGS 05/38 6          | CUSIP: M5R07DAG5<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $207592.25    | 0.10%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP MYC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2330.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED 144A 03/28 4.75          | CUSIP: ACI11B6X9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     100000 | PA      | $81718.71     | 0.04%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                               | ESKOM HOLDINGS SR UNSECURED REGS 08/28 8.45               | CUSIP: ACI14B798<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     500000 | PA      | $536862.12    | 0.26%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED REGS 04/32 8.75           | CUSIP: ACI24WFG5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     400000 | PA      | $390243.48    | 0.19%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1899.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COLOMBIA LA SP DUB                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-9388.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 4.85500 12/18/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $-7643.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260220                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $505.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 01/46 9.1297        | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     400000 | PA      | $430449.71    | 0.21%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/32 5.875         | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $206434.50    | 0.10%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     500000 | PA      | $522500.00    | 0.26%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125           | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      96000 | PA      | $95256.00     | 0.05%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25000 03/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-88261.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 01/37 8.25                  | CUSIP: ACI2MLY11<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $217873.94    | 0.11%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-7826.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                              | REPUBLIC OF UZBEKISTAN SR UNSECURED REGS 10/31 3.9        | CUSIP: ACI1Z6JB7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     400000 | PA      | $370711.40    | 0.18%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/54 8.375             | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $319050.00    | 0.16%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      47757 | PA      | $46903.03     | 0.02%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 12/40 2.625                     | CUSIP: ACI1T3QG2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $232583.83    | 0.11%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875          | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     700000 | PA      | $675290.00    | 0.33%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8467.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                           | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4     | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  182000000 | PA      | $372888.37    | 0.18%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 6.6            | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $158317.50    | 0.08%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 10/35 5.875          | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     400000 | PA      | $401180.00    | 0.20%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSECURED 08/28 VAR                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203430.00    | 0.10%             | 2028-08-11      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | REPUBLIC OF PHILIPPINES SR UNSECURED 02/30 9.5            | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     300000 | PA      | $360858.75    | 0.18%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                           | CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75          | CUSIP: G2583XAB7<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $463936.10    | 0.23%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PYG BOUGHT USD 20260212                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1972.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-18139.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                                 | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                  | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $1179491.20   | 0.58%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.15000 10/12/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10244.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2012-RR3                                                      | BCAP LLC TRUST BCAP 2012 RR3 2A8 144A                     | CUSIP: 05539BAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     469229 | PA      | $421022.08    | 0.21%             | 2037-05-26      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP JPM                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-29714.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     637911 | PA      | $390720.49    | 0.19%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000    | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      59201 | PA      | $222.00       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC                                  | KONDOR FINANCE PLC (NAK) SR UNSECURED REGS 07/26 7.125    | CUSIP: ACI1D8R69<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |     115773 | PA      | $114967.65    | 0.06%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $123.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                              | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995             | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     500000 | PA      | $602519.16    | 0.29%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000    | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      29602 | PA      | $222.02       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACEDONIA GOVT                                                               | NORTH MACEDONIA SR UNSECURED 144A 03/27 6.96              | CUSIP: ACI2CYC67<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     500000 | PA      | $609388.20    | 0.30%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750Q091 PIMCO FXVAN CALL USD TRY 56.50000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -1546000 | NC      | $-626.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5            | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     300000 | PA      | $301020.00    | 0.15%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/54 6.4              | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $192800.00    | 0.09%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA UNSECURED REGS 04/42 2.875                        | CUSIP: ACI1Z3V87<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $77645.46     | 0.04%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                        | CZECHOSLOVAK GROUP SR SECURED 144A 01/31 5.25             | CUSIP: ACI2Y9W17<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $121924.28    | 0.06%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GABON GOVT                                                                   | REPUBLIC OF GABON SR UNSECURED REGS 02/29 9.5             | CUSIP: ACI2TSX51<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     300000 | PA      | $260609.84    | 0.13%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300514                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4109.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 10/54 5.25     | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $390727.30    | 0.19%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 07/30 9.125              | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $802022.52    | 0.39%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $11100.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                  | QATAR ENERGY SR UNSECURED REGS 07/51 3.3                  | CUSIP: ACI1YZ032<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     500000 | PA      | $350552.50    | 0.17%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $227.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1701.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 05/47 5.75               | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1400000 | PA      | $1151976.00   | 0.56%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1485.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $533.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP CBK                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $49.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IFC EMERGING MARKETS SECURITIZATION 2025-1 LTD                               | IFC EMERGING MARKETS SECURITIZ IFCEMS 2025 1A A 144A      | CUSIP: 45174DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249989.99    | 0.12%             | 2035-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVT INTL BOND SR UNSECURED 144A 11/28 3.625        | CUSIP: 60367QAE3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     300000 | PA      | $302517.78    | 0.15%             | 2028-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 01/41 6                  | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     600000 | PA      | $542701.06    | 0.27%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/55 6.75                      | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     300000 | PA      | $313612.24    | 0.15%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)                     | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       1222 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 01/33 3.875            | CUSIP: ACI2T3JQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $355852.91    | 0.17%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/34 5.75     | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     400000 | PA      | $421636.00    | 0.21%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 05/42 3.25                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $83429.69     | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR         | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $203674.04    | 0.10%             | 2035-03-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25            | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     803000 | PA      | $797258.55    | 0.39%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                      | INRETAIL SHOPPING MALLS COMPANY GUAR 144A 10/32 5.65      | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $201560.14    | 0.10%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000    | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      47361 | PA      | $296.01       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED 144A 06/37 5.375         | CUSIP: ACI1YDQM1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $127941.67    | 0.06%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750RYL5 PIMCO FXVAN CALL USD TRY 47.70000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -759000 | NC      | $-4712.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | OMAN GOVT EM BP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1295.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 4.25000 04/18/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $23702.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7937.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260213                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $399.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP DUB                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-3508.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED REGS 08/44 6.1          | CUSIP: P75744AB1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $207844.74    | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-18892.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ4                                                 | PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M3               | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $465962.40    | 0.23%             | 2035-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 12/32 VAR                   | CUSIP: V25125BD2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     416945 | PA      | $419040.05    | 0.20%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300515                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4109.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LIMITED                                                   | FWD GROUP HOLDINGS LTD SUBORDINATED 144A 09/35 5.836      | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $202531.37    | 0.10%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 07/32 7.125              | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $211800.94    | 0.10%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                                  | KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375           | CUSIP: M5269UAJ3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     300000 | PA      | $301729.81    | 0.15%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1719.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/27 4.375       | CUSIP: P5015VAG1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $199000.00    | 0.10%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $832.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75          | CUSIP: ACI11B6Y7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     200000 | PA      | $163437.41    | 0.08%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF MALAYSIA BHD                                           | EXPT IMPT BANK MALAYSIA SR UNSECURED REGS 06/29 4.25      | CUSIP: BZ0RQ0II6<br>LEI: 549300TCFMWGLMH7ZC74 | Long             | DBT              | CORP              | MY        |     300000 | PA      | $296707.36    | 0.15%             | 2029-06-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-117.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260326                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $9459.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8025.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $467.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                                    | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15           | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |     262805 | PA      | $8541.16      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/32 4.75        | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $147635.00    | 0.07%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $448.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-4996.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  611917000 | PA      | $384549.27    | 0.19%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853               | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     400000 | PA      | $418070.82    | 0.20%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.73500 08/07/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $908.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-228.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-97.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848        | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $209383.41    | 0.10%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25        | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     180000 | PA      | $57420.00     | 0.03%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125       | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     300000 | PA      | $294712.50    | 0.14%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-11001.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                               | MONG DUONG FIN HLDGS BV SR SECURED 144A 05/29 5.125       | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     231752 | PA      | $229403.20    | 0.11%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                       | CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG         | CUSIP: 952NPJ000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $59000.00     | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $2055.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.00000 03/19/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-87593.29    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $313800.00    | 0.15%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 05/55 7.375            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     700000 | PA      | $755825.00    | 0.37%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-473.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                          | BANCO DAVIVIENDA SA SUBORDINATED 144A 07/35 VAR           | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $419952.00    | 0.21%             | 2035-07-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/36 6.25        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     300000 | PA      | $314250.00    | 0.15%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 06/51 5.125    | CUSIP: ACI1YKC81<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $165750.00    | 0.08%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5      | CUSIP: B1VXHCII8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    3050000 | PA      | $713700.00    | 0.35%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-33572.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                    | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR         | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $202654.71    | 0.10%             | 2030-09-10      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3569.13      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | CDX EM39 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-6770.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | REPUBLIC OF PHILIPPINES SR UNSECURED 05/45 2.95           | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     400000 | PA      | $281356.80    | 0.14%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)         | EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65     | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $194244.22    | 0.10%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CZK BOUGHT USD 20260311                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-924.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PHP BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-22.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | INDONESIA AS SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $51802.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL DARAJAT II / STAR ENERGY GEOTHERMAL SALAK             | STAR ENERGY CO ISSUE SR SECURED 144A 10/38 4.85           | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $389040.00    | 0.19%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR              | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     296369 | PA      | $211607.59    | 0.10%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260127                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $1595.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/39 4.25         | CUSIP: M8237RAA2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $914192.00    | 0.45%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 03/30 5.25                  | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     263000 | PA      | $310332.45    | 0.15%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-0.45        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $573.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                 | ABU DHABI DEVELOPMENT HO SR UNSECURED 144A 05/29 5.375    | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $207467.58    | 0.10%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75          | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $138157.94    | 0.07%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD NGN BOUGHT USD 20260203                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $-3393.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                                       | AEROPUERTO INTL TOCUMEN SR SECURED 144A 08/61 5.125       | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     300000 | PA      | $244198.50    | 0.12%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP BRC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $99.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                   | FORTUNE STAR BVI LTD COMPANY GUAR REGS 10/26 3.95         | CUSIP: ACI1YV0X5<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $351568.02    | 0.17%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                      | RUTAS 2 + 7 FINANCE LTD SR SECURED 144A 09/36 0.00000     | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     366667 | PA      | $278923.28    | 0.14%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-1454.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR        | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      59201 | PA      | $1155.34      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-13458.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-917.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75               | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     460000 | PA      | $378519.62    | 0.19%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS HUF 6.41000 11/21/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $-14321.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.75000 03/18/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $128943.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10351.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.00000 03/18/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2385.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                               | EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651    | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     300000 | PA      | $380846.33    | 0.19%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                                  | UGANDA GOVERNMENT BOND BONDS 06/43 15                     | CUSIP: ACI2HCL52<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  662800000 | PA      | $156801.64    | 0.08%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| IIFL FINANCE LIMITED                                                         | IIFL FINANCE LTD SR SECURED 144A 07/28 8.75               | CUSIP: 44964HAA2<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $308185.73    | 0.15%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA ROMANIA                                           | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $120222.96    | 0.06%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/55 6.65         | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $217883.77    | 0.11%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | POLAND GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1582.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-422.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP BRC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $65234.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEXICAN UDIBONOS BONDS 12/26 3                            | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     259989 | PA      | $14366.48     | 0.01%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS CO OF TRINIDAD & TOBAGO LTD                                     | NATIONAL GAS CO SR UNSECURED REGS 01/36 6.05              | CUSIP: P70809AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     200000 | PA      | $185313.00    | 0.09%             | 2036-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                           | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2      | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     268859 | PA      | $265894.55    | 0.13%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | STATE OIL COMPANY OF THE AZERB EM SP JPM                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1721.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                             | DP WORLD LTD UAE SR UNSECURED REGS 07/37 6.85             | CUSIP: M2851HAA2<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $226290.68    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    1190000 | PA      | $397162.50    | 0.19%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/32 7.625      | CUSIP: ACI1MLSB8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     800000 | PA      | $855425.58    | 0.42%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SERBIA EM SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1377.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/31 2.125                     | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     250000 | PA      | $215938.00    | 0.11%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     400000 | PA      | $414618.58    | 0.20%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  07/10 | CUSIP: ACI30Y657<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3300000 | PA      | $190182.08    | 0.09%             | 2026-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14793.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375        | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     500000 | PA      | $523328.50    | 0.26%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-7                                         | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5             | CUSIP: 1266732L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233303 | PA      | $232525.12    | 0.11%             | 2035-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                            | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58        | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     391002 | PA      | $401291.28    | 0.20%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 12/99 5.75             | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1200000 | PA      | $1011000.00   | 0.49%             | 2099-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                       | ICBC STANDARD BANK PLC SR UNSECURED 144A 12/29 20         | CUSIP: ACI37D938<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 4612000000 | PA      | $383687.90    | 0.19%             | 2029-12-13      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.32500 05/09/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $5437.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/17/25-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4098.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                  | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     892485 | PA      | $8693696.09   | 4.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                         | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $1036260.47   | 0.51%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-9533.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2531.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 01/53 5.65             | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $203231.69    | 0.10%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-313244.76   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED REGS 01/37 1.5             | CUSIP: ACI2RH5P4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     700000 | PA      | $393408.23    | 0.19%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $308598.00    | 0.15%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC3                                        | MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1               | CUSIP: 61744CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245910 | PA      | $265173.25    | 0.13%             | 2034-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                                | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/31 9.5          | CUSIP: ACI2Q73S3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     200000 | PA      | $199639.10    | 0.10%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -305412 | PA      | $-306016.90   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                           | SAAVI ENERGIA SARL SR UNSECURED 144A 02/35 8.875          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $325740.00    | 0.16%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-11288.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT TRY SOLD USD 20260204                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $23746.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/46 5             | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     300000 | PA      | $235638.69    | 0.12%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.37500 03/31/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6159.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR        | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     106563 | PA      | $1864.85      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.07500 04/11/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $-50147.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP JPM                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4773.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260303                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2001.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2813.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                          | ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25       | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     133000 | PA      | $120165.38    | 0.06%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290503                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $10315.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/33 VAR         | CUSIP: ACI2SS6G8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     307975 | PA      | $265362.02    | 0.13%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SURINAME GOVT                                                                | REPUBLIC OF SURINAME INT SR UNSECURED 144A 11/30 7.7      | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     300000 | PA      | $310125.00    | 0.15%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                                      | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS               | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     137754 | PA      | $185954.21    | 0.09%             | 2059-01-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                      | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1         | CUSIP: 83613FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105184 | PA      | $82988.77     | 0.04%             | 2037-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 08/54 5.875                 | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     370000 | PA      | $367521.00    | 0.18%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $377.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BUND FUTURE  MAR26 XEUR 20260306                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -14 | NC      | $29023.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875     | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $201946.85    | 0.10%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 02/26 0.00000                      | CUSIP: ACI2Z9PN6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  184000000 | PA      | $123953.38    | 0.06%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $1052.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1                                       | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2         | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540963 | PA      | $149292.81    | 0.07%             | 2037-01-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-36.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-11.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                 | ECOPETROL SA SR UNSECURED 04/30 6.875                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $203029.68    | 0.10%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                                 | REPUBLIC OF ARMENIA SR UNSECURED 144A 09/29 3.95          | CUSIP: 042207AC4<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     300000 | PA      | $286555.52    | 0.14%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                            | IVANHOE MINES LTD COMPANY GUAR 144A 01/30 7.875           | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $310598.40    | 0.15%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                              | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65     | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     300000 | PA      | $322200.00    | 0.16%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                 | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |     200000 | PA      | $211033.19    | 0.10%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                  | STATE OF ISRAEL SR UNSECURED 03/29 5.375                  | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $103058.74    | 0.05%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                  | EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/30 3.25       | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |     500000 | PA      | $479293.99    | 0.23%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 06/27 VAR                   | CUSIP: ACI2P60F7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   19400000 | PA      | $457438.10    | 0.22%             | 2027-06-16      | Floating      | 41.48%                | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SOCIEDAD NACIONAL DE CREDITO             | BANCO NACIONAL COM EXT SR UNSECURED 144A 05/30 5.875      | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $310860.00    | 0.15%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 09/33 7.375         | CUSIP: ACI20N0S9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $203984.94    | 0.10%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $770.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                               | REPUBLIC OF INDONESIA SR UNSECURED 01/37 4.125            | CUSIP: ACI2T3D41<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $353695.24    | 0.17%             | 2037-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-24252.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 12/55 7.25     | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $198598.45    | 0.10%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45     | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $127901.24    | 0.06%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/47 5.25     | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     400000 | PA      | $365755.80    | 0.18%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6              | CUSIP: 25714PDZ8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $205130.00    | 0.10%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 02/37 5.442         | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     200000 | PA      | $208210.00    | 0.10%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                                   | STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333       | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    1290000 | PA      | $1297213.23   | 0.63%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                                              | GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634             | CUSIP: P4909LAA8<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     282480 | PA      | $282790.11    | 0.14%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $797093.74    | 0.39%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                     | ORLEN SA SR UNSECURED 144A 01/35 6                        | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     200000 | PA      | $211107.52    | 0.10%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                             | REPUBLIC OF PHILIPPINES SR UNSECURED 03/41 3.7            | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    1000000 | PA      | $838056.43    | 0.41%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ILS SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $218.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 04/26 0.00000                      | CUSIP: ACI30ZZH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  919200000 | PA      | $599832.43    | 0.29%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.81800 06/26/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $34805.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PYG BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2189.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 10/45 6.5                       | CUSIP: ACI30VFV6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $117014.66    | 0.06%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 03/36 6.7      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $214744.00    | 0.11%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PKR BOUGHT USD 20260930                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2748.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                             | TENGIZCHEVROIL FIN CO IN SR SECURED 144A 08/30 3.25       | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $371559.63    | 0.18%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     950000 | PA      | $962467.06    | 0.47%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    1200000 | PA      | $288000.00    | 0.14%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 04/32 3.25              | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     800000 | PA      | $676000.00    | 0.33%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                             | VEDANTA RESOURCES COMPANY GUAR 144A 07/30 9.475           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204742.40    | 0.10%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ARGENTINA LA SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-568.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $10299.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -315863 | PA      | $-316498.79   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25000 03/20/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-27679.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 04/34 3.5                       | CUSIP: ACI19Z2K0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $207942.24    | 0.10%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $456.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 09/71 3.25                 | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     800000 | PA      | $496760.00    | 0.24%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                               | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000       | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |    2800000 | PA      | $2162146.00   | 1.06%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-43.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/52 6.75                      | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     400000 | PA      | $424834.51    | 0.21%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $837.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   55619000 | PA      | $35218.14     | 0.02%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                        | FREEPORT INDONESIA PT SR UNSECURED 144A 04/32 5.315       | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     400000 | PA      | $408371.60    | 0.20%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                             | DP WORLD LTD UAE SR UNSECURED REGS 07/37 6.85             | CUSIP: B1Z7R6II3<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $226290.68    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/47 8.5        | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $196783.84    | 0.10%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                               | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 04/40 6.5             | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     100000 | PA      | $106501.25    | 0.05%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       8913 | NS      | $201099.56    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 07/42 4.25                  | CUSIP: P3143NAQ7<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $166493.12    | 0.08%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BOBL FUTURE  MAR26 XEUR 20260306                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -2 | NC      | $2101.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | BRAZIL LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-8318.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7          | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     500000 | PA      | $570485.46    | 0.28%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                   | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3300000 | PA      | $77627.11     | 0.04%             | 2026-08-19      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                 | BANCO DE CREDITO DEL PER SR UNSECURED 144A 01/29 5.85     | CUSIP: 05971U2E6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     500000 | PA      | $521308.09    | 0.25%             | 2029-01-11      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2                                                            | ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35          | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200107.96    | 0.10%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 01/35 6.33                  | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $320850.00    | 0.16%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5          | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     300000 | PA      | $190040.40    | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.30000 10/03/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $13725.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                          | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2           | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     237500 | PA      | $246109.38    | 0.12%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                  | REPUBLIC OF POLAND BONDS 02/35 5.375                      | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $415619.35    | 0.20%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED 144A 12/34 10.375        | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     300000 | PA      | $356547.59    | 0.17%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 06/33 5.375                     | CUSIP: ACI30VFW4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     400000 | PA      | $475175.66    | 0.23%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2022-2                                         | SG CAPITAL PARTNERS SGR 2022 2 A1 144A                    | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     796486 | PA      | $797114.18    | 0.39%             | 2062-08-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1               | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     347363 | NS      | $4305.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $686.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                  | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/49 6.25     | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     400000 | PA      | $412004.80    | 0.20%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/33 9.45       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     400000 | PA      | $459935.12    | 0.22%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 06/50 5.1           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     300000 | PA      | $283935.00    | 0.14%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 09/30 5.75                      | CUSIP: ACI2YN7N6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $103299.88    | 0.05%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     600000 | PA      | $506429.26    | 0.25%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-30338.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-366.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED REGS 06/31 7.75          | CUSIP: ACI2PD4B7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     800000 | PA      | $475324.83    | 0.23%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875              | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $541708.99    | 0.26%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EGP BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-3.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 05/26 0.00000                      | CUSIP: ACI358PQ2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    7724000 | PA      | $4987.61      | 0.00%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1037.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                            | INRETAIL CONSUMER SR SECURED 144A 03/28 3.25              | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     500000 | PA      | $488705.20    | 0.24%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 10/35 9.875          | CUSIP: 035198AJ9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $198170.44    | 0.10%             | 2035-10-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-602.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8                 | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     234000 | PA      | $249912.00    | 0.12%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CLP 5.51070 11/13/23-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $-23362.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                                      | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068    | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $128800.00    | 0.06%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DAC                          | REP OF ANGOLA(AVENIR IS) SR SECURED REGS 02/27 6.927      | CUSIP: ACI1KDXD8<br>LEI: 635400VEZIQKZPR7KU35 | Long             | DBT              | NUSS              | IE        |     692143 | PA      | $674841.62    | 0.33%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-959.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.83000 10/12/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-5768.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 09/35 6                         | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $208381.11    | 0.10%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875          | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     600000 | PA      | $536310.00    | 0.26%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300509                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4120.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-21806.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                                | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/26 6         | CUSIP: ACI1WVL30<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     500000 | PA      | $499450.29    | 0.24%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.31 10/02/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $333.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 1A1            | CUSIP: 17307GTA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        183 | PA      | $185.07       | 0.00%             | 2035-08-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                          | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 05/33 6.15     | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $212185.00    | 0.10%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75          | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   12100000 | PA      | $208963.89    | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED REGS 02/34 VAR            | CUSIP: ACI2QXXG9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     400000 | PA      | $245000.00    | 0.12%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260204                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-23445.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $44.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                       | TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL              | CUSIP: BA0008CR7<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | LON              | CORP              | TR        |    1000000 | PA      | $1181316.11   | 0.58%             | 2028-12-15      | Floating      | 5.10%                 | No            |                  3 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                             | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5      | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   16000000 | PA      | $897179.06    | 0.44%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.45000 10/20/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $11253.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/30 4.5               | CUSIP: ACI35CDZ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $230938.55    | 0.11%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.15500 10/02/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10345.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED REGS 03/48 6.625                 | CUSIP: ACI11JW62<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $213007.35    | 0.10%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-371.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   55670000 | PA      | $35269.52     | 0.02%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $253.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $13925.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-14260.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM SP GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $57279.05     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95             | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     561000 | PA      | $185563.46    | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                        | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3               | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69482 | PA      | $68211.00     | 0.03%             | 2035-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TRY BOUGHT USD 20260209                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6086.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVENUE FINANCE LIMITED                                  | MONTEGO BAY AIRPORT REVE SR SECURED 144A 06/35 6.6        | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200498.00    | 0.10%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED REGS 06/34 5.5                       | CUSIP: ACI268SS6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $203063.11    | 0.10%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 2YR NOTE (CBT) MAR26 XCBT 20260331                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         34 | NC      | $5669.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     722330 | PA      | $711075.56    | 0.35%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                     | CIMA FINANCE LTD SECURED REGS 09/29 2.95                  | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |     253278 | PA      | $239050.55    | 0.12%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BENIN EM SP CBK                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                                 | REPUBLIC OF SENEGAL SR UNSECURED REGS 05/33 6.25          | CUSIP: V7691DAX4<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     500000 | PA      | $291719.22    | 0.14%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                  | STATE OF ISRAEL SR UNSECURED 02/35 5.625                  | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $209113.21    | 0.10%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 04/42 2.875                     | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $232936.39    | 0.11%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.87000 10/17/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-10186.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.17500 10/10/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10767.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-211.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) | BANQUE OUEST AFRICAINE D SR UNSECURED 144A 10/40 6.25     | CUSIP: ACI310304<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |     300000 | PA      | $345561.49    | 0.17%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 03/38 5.125            | CUSIP: ACI30CT50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $233853.05    | 0.11%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-225.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | NIGERIA OMO BILL BILLS 03/26 0.00000                      | CUSIP: ACI30ND79<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    5000000 | PA      | $3336.26      | 0.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     400765 | PA      | $240459.00    | 0.12%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                                     | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8          | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     300000 | PA      | $271155.09    | 0.13%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3766.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260204                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $120.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 09/33 7.3        | CUSIP: ACI20Q0S2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     300000 | PA      | $309249.00    | 0.15%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD SGD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-375.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKHSTAN GOVT                                                              | REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 10/30 4.412      | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     300000 | PA      | $298499.55    | 0.15%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 03/30 5.25                      | CUSIP: ACI2TMXJ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     400000 | PA      | $491938.72    | 0.24%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 01/50 3.7                   | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $214602.00    | 0.10%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED 144A 01/55 6.78                  | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $539530.00    | 0.26%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.265 12/17/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $1182.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2111.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/35 4.25                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      40000 | PA      | $40293.75     | 0.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.17000 10/03/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14217.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOROCCO GOVT                                                                 | KINGDOM OF MOROCCO SR UNSECURED 144A 12/50 4              | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $146434.60    | 0.07%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $4642.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                              | RAIZEN FUELS FINANCE COMPANY GUAR REGS 07/32 6.25         | CUSIP: L7909CAJ6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $168250.00    | 0.08%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                         | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/42 6          | CUSIP: Y7138AAD2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $306233.44    | 0.15%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     400000 | PA      | $400756.69    | 0.20%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 04/32 8.25      | CUSIP: P01012AE6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      30000 | PA      | $32445.00     | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 05/37 5.625                     | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $572622.07    | 0.28%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PERU LA SP GST                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6035.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3611800 | PA      | $2506589.20   | 1.23%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $665.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 11/30 4.375                               | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $411562.50    | 0.20%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT        | INDO ASAHAN/MINERAL IND SR UNSECURED 144A 05/30 5.45      | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     800000 | PA      | $826299.15    | 0.40%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP JPM                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2711.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON         | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $214958.25    | 0.11%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000    | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     111687 | PA      | $1116.87      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20260303                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-50.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                            | KSA IJARAH SUKUK LTD SR UNSECURED 144A 09/35 4.875        | CUSIP: 50116FAB8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | KY        |     600000 | PA      | $602761.87    | 0.29%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $286.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-4                                              | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1           | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29234 | PA      | $26051.65     | 0.01%             | 2037-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $857.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-559.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 01/63 4.5                 | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     300000 | PA      | $224535.47    | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    2292390 | PA      | $1785771.81   | 0.87%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                  | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1          | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9302 | PA      | $8391.43      | 0.00%             | 2037-02-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-34.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                   | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1400000 | PA      | $32794.74     | 0.02%             | 2026-05-20      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO NOMURA                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -638550 | PA      | $-639879.78   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $416.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     359118 | PA      | $321051.13    | 0.16%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SRC SUKUK LIMITED                                                            | SRC SUKU LTD GOVT GUARANT REGS 02/28 5                    | CUSIP: ACI2V27J4<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $203003.96    | 0.10%             | 2028-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                                 | TURK IHRACAT KR BK SR UNSECURED 144A 02/28 7.5            | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     400000 | PA      | $418345.20    | 0.20%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR2                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1          | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83121 | PA      | $75464.79     | 0.04%             | 2036-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-762.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVENIR ISSUER III (IRELAND) DESIGNATED ACTIVITY COMPANY                      | AVENIR ISSUER III IRLND UNSECURED 03/27 6                 | CUSIP: ACI2R9GQ8<br>LEI: 8945005RPC7GAZ20LN46 | Long             | DBT              | NUSS              | IE        |     132930 | PA      | $129001.43    | 0.06%             | 2027-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-112.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-22249.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-0.21        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HLDG S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        990 | NS      | $22336.88     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $3256.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2887.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR        | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      99846 | PA      | $1593.55      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                     | AFRICAN DEVELOPMENT BANK JR SUBORDINA 12/99 VAR           | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     500000 | PA      | $500625.00    | 0.24%             | 2035-05-07      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $410.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                                | GACI FIRST INVESTMENT COMPANY GUAR REGS 02/35 4.875       | CUSIP: ACI2CXFB5<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1395375.14   | 0.68%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                               | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51       | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $328015.29    | 0.16%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KRW BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-577.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26       | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5100000 | PA      | $296870.38    | 0.15%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED REGS 04/27 8.625          | CUSIP: P3579EAG2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $206755.00    | 0.10%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.29000 03/31/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $20098.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | PANAMA LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1051.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                    | PROSUS NV SR UNSECURED REGS 08/32 2.031                   | CUSIP: ACI1PP9R2<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105618.91    | 0.05%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $474016.97    | 0.23%             | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED 144A 08/31 6.05        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $208900.00    | 0.10%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                                 | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25           | CUSIP: ACI1V9FP8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     300000 | PA      | $294003.12    | 0.14%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95       | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     560000 | PA      | $184240.00    | 0.09%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6747.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                        | SAN MIGUEL GLOBAL POWER SR UNSECURED REGS 12/99 VAR       | CUSIP: ACI2SFGQ3<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     500000 | PA      | $506343.75    | 0.25%             | 2029-12-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | IVORY COAST SR UNSECURED 144A 03/48 6.625                 | CUSIP: ACI11JRN1<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $213007.35    | 0.10%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                                | MONGOLIA INTL BOND SR UNSECURED 144A 06/29 7.875          | CUSIP: 60937LAH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $213507.78    | 0.10%             | 2029-06-05      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                               | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     996402 | PA      | $851425.85    | 0.42%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT AZN SOLD USD 20261029                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4418.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KZT BOUGHT USD 20260604                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-385.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                                  | KINGDOM OF JORDAN SR UNSECURED REGS 01/27 5.75            | CUSIP: ACI0QJTS3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $201513.18    | 0.10%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-429.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 02/38 VAR         | CUSIP: ACI2SS6L7<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     276300 | PA      | $252679.09    | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65      | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     500000 | PA      | $573750.00    | 0.28%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4733.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                 | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625          | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     300000 | PA      | $210000.00    | 0.10%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICD FUNDING LIMITED                                                          | ICD FUNDING LTD COMPANY GUAR REGS 04/26 3.223             | CUSIP: ACI1SC7G4<br>LEI: 635400ND71SBRGJJVF09 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198835.50    | 0.10%             | 2026-04-28      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                                                   | CHINA GOVT INTL BOND SR UNSECURED 144A 11/30 3.75         | CUSIP: 60367QAF0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $202223.19    | 0.10%             | 2030-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 11/54 7.95     | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     300000 | PA      | $323230.58    | 0.16%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | QATAR GOVT EM SP MYC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2736.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 144A 03/36 5.5                       | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     600000 | PA      | $600151.29    | 0.29%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | PANAMA LA BP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-644.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                         | BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000        | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     413458 | PA      | $339138.86    | 0.17%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                                    | BANCO DEL ESTADO  CHILE BANCO DEL ESTADO  CHILE           | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $318877.50    | 0.16%             | 2029-05-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 04/71 3.75             | CUSIP: ACI1TX124<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     500000 | PA      | $296375.00    | 0.14%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 04/53 4.3                 | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     300000 | PA      | $226155.00    | 0.11%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                                  | KINGDOM OF JORDAN SR UNSECURED 144A 01/29 7.5             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $210606.91    | 0.10%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                                  | GOVERNMENT OF THE REPUBLIC OF 06/53 5.75                  | CUSIP: ACI2PHH16<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     300000 | PA      | $210947.12    | 0.10%             | 2053-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4233.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.08000 10/03/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $-39624.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.22000 10/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7811.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                                 | REPUBLIC OF ARMENIA SR UNSECURED 144A 02/31 3.6           | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     500000 | PA      | $456033.38    | 0.22%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2467.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $202.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260324                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $271.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UGX BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1740.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 03/42 4.34                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $535140.00    | 0.26%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261209                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-191.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000        | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     575280 | PA      | $493014.96    | 0.24%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261214                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-208.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOBIERNO DE LA PROVINCIA DE LA RIOJA                                         | PROVINCIA DE LA RIOJA SR UNSECURED 144A 02/28 VAR         | CUSIP: 504216AA0<br>LEI: 549300UYM8ADK1GCIC92 | Long             | DBT              | NUSS              | AR        |          1 | PA      | $0.63         | 0.00%             | 2028-02-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD UZS BOUGHT USD 20261210                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-677.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS PLN 4.85500 02/10/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $101150.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 6.95           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     400000 | PA      | $429840.00    | 0.21%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5                                  | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5           | CUSIP: 18974BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59851 | PA      | $47447.96     | 0.02%             | 2036-10-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350000 | PA      | $322587.89    | 0.16%             | 2056-03-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.015 12/08/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-606.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                                 | TURK IHRACAT KR BK SR UNSECURED 144A 07/28 6.875          | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $206778.50    | 0.10%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                                | REPUBLIC OF PARAGUAY SR UNSECURED 144A 03/35 8.5          | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 1502000000 | PA      | $218211.05    | 0.11%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR           | CUSIP: ACI1Q6M72<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     200000 | PA      | $156421.90    | 0.08%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $8374.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT PEN SOLD USD 20260330                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $792.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LATVIA GOVT                                                                  | REPUBLIC OF LATVIA REPUBLIC OF LATVIA                     | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     500000 | PA      | $513677.07    | 0.25%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                                    | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625      | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     600000 | PA      | $614742.18    | 0.30%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 02/31 9.75            | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     400000 | PA      | $437820.59    | 0.21%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                      | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25          | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   12800000 | PA      | $225834.95    | 0.11%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 5YR NOTE (CBT) MAR26 XCBT 20260331                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        166 | NC      | $-17707.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     153233 | PA      | $86959.73     | 0.04%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                          | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75          | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     183999 | PA      | $189811.87    | 0.09%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                  | REPUBLIC OF PANAMA SR UNSECURED 03/57 7.875               | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $233697.18    | 0.11%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED REGS 02/29 VAR            | CUSIP: ACI2QXWR6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     200000 | PA      | $150500.00    | 0.07%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COLOMBIA LA SP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-46943.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 03/36 6.875              | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1200000 | PA      | $1236688.80   | 0.60%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                           | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR      | CUSIP: ACI208PK2<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |      55104 | PA      | $42440.00     | 0.02%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                                  | NAKILAT INC SR SECURED REGS 12/33 6.067                   | CUSIP: Y62014AA6<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |      73712 | PA      | $78509.33     | 0.04%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | TURKEY EM SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-12339.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.53000 07/15/24-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $-16544.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300516                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4105.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.00000 03/18/26-2Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-64672.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                 | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B              | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    1000000 | PA      | $1113507.87   | 0.54%             | 2032-04-26      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-19224.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                             | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 04/30 9.25      | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     300000 | PA      | $327225.00    | 0.16%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                                | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498      | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $419849.94    | 0.21%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69               | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4600000 | PA      | $4125630.24   | 2.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/32 4.75        | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     400000 | PA      | $295270.00    | 0.14%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP CBK                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $99.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $731579.29    | 0.36%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                              | REPUBLIC OF VENEZUELA SR UNSECURED 01/34 9.375            | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      40000 | PA      | $13400.00     | 0.01%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SAUDI ARABIA GOVT EM BP GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1359.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260508                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-952.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     371437 | PA      | $211719.09    | 0.10%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MYR SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $563.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT                                                                 | REPUBLIC OF ALBANIA SR UNSECURED 144A 11/31 3.5           | CUSIP: ACI21XKJ4<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     200000 | PA      | $233319.51    | 0.11%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED REGS 02/27 3                         | CUSIP: ACI232862<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1100000 | PA      | $1083662.09   | 0.53%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CHILEAN GOVT LA SP BOA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $851.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD DOP BOUGHT USD 20260226                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $559.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                              | RAIZEN FUELS FINANCE COMPANY GUAR 144A 07/32 6.25         | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $252375.00    | 0.12%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1         | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        382 | PA      | $372.66       | 0.00%             | 2035-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                         | KALLPA GENERACION SA SR UNSECURED 144A 01/32 5.875        | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $208560.00    | 0.10%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-38580.11    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $47.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1166.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                   | REPUBLIC OF GHANA SR UNSECURED REGS 07/29 VAR             | CUSIP: ACI2RH6H1<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     100000 | PA      | $98441.93     | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000    | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      47361 | PA      | $296.01       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BENIN EM SP BRC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $74.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     117621 | PA      | $69984.50     | 0.03%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                               | REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125             | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $177350.00    | 0.09%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                       | AVENIR ISSUER IV IRLND SR UNSECURED REGS 12/27 6          | CUSIP: ACI2W06H2<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |     648974 | PA      | $650596.69    | 0.32%             | 2027-12-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.23000 10/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7951.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                             | BANCO GENERAL SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     400000 | PA      | $378960.00    | 0.19%             | 2031-05-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR41                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3          | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     119440 | PA      | $116590.48    | 0.06%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -154153 | PA      | $-154462.81   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR        | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      23680 | PA      | $592.00       | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                                     | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75      | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     220000 | PA      | $208493.09    | 0.10%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR        | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      71042 | PA      | $1172.19      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)                                   | DESARROLLADORA HOMEX SAB DE COMMON STOCK                  | CUSIP: B01RQ2907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      17978 | NS      | $1.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                            | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375    | CUSIP: B1VX67II1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     150000 | PA      | $35175.00     | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3954.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-653.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/52 7.3           | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     300000 | PA      | $303635.93    | 0.15%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | COTE DIVOIRE EM SP CBK                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-5422.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-14N                                                     | LEHMAN XS TRUST LXS 2006 14N 1A1A                         | CUSIP: 52522CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86533 | PA      | $79578.10     | 0.04%             | 2046-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $174.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                       | ENGIE ENERGIA CHILE SA SR UNSECURED 144A 04/34 6.375      | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $214189.20    | 0.10%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA3                                          | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A          | CUSIP: 939355AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109781 | PA      | $104285.72    | 0.05%             | 2047-02-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                      | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125    | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     300000 | PA      | $248625.00    | 0.12%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                     | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/34 5.25         | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     400000 | PA      | $412262.80    | 0.20%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD MXN BOUGHT USD 20260129                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-18647.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -676912 | PA      | $-678294.53   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                                 | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6   | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $209760.95    | 0.10%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                           | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5              | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     123368 | PA      | $121789.04    | 0.06%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PYG BOUGHT USD 20260107                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1479.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                 | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     336725 | PA      | $198667.75    | 0.10%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $228.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9              | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     200000 | PA      | $62284.97     | 0.03%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-221.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 05/34 7.625              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     500000 | PA      | $544431.81    | 0.27%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR           | CUSIP: ACI1Q6JH4<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     967192 | PA      | $854997.73    | 0.42%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260326                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $2857.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI TAO                                                 | TURKIYE VAKIFLAR BANKASI SR UNSECURED 144A 07/30 7.25     | CUSIP: 90015WAR4<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $311066.20    | 0.15%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROCHESTER FINANCING NO 3 PLC                                                 | ROCHESTER FINANCING ROFIN 3 A REGS                        | CUSIP: ACI1YJ4X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     100622 | PA      | $135590.13    | 0.07%             | 2044-12-18      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                               | REPUBLIC OF SRI LANKA SR UNSECURED 144A 06/35 VAR         | CUSIP: ACI2SS7V4<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      43000 | PA      | $32848.76     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 31750Q0A8 PIMCO FXVAN PUT USD TRY 43.00000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -3954000 | NC      | $-2415.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA BP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4233.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1349.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $632.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 11/43 4.75                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $2300988.29   | 1.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                               | REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/28 4.875       | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $201433.00    | 0.10%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                 | INDUSTRIAS PENOLES SAB D SR UNSECURED 144A 08/50 4.75     | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $335034.25    | 0.16%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                      | SASOL FINANCING USA LLC COMPANY GUAR 144A 05/29 8.75      | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305680.16    | 0.15%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                                         | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1           | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4479 | PA      | $4032.80      | 0.00%             | 2047-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 11.57 06/07/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-37281.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR           | CUSIP: ACI1Q6J27<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     361500 | PA      | $358608.00    | 0.18%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                 | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875         | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $209482.89    | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     300000 | PA      | $296250.00    | 0.14%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2010.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                  | PETROLEOS MEXICANOS COMPANY GUAR 06/38 6.625              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $362676.00    | 0.18%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2041.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                                               | BULGARIA SR UNSECURED REGS 09/32 3.625                    | CUSIP: ACI2QXVY2<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     400000 | PA      | $482729.85    | 0.24%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000        | CUSIP: ACI1Q6MV9<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     173240 | PA      | $148466.68    | 0.07%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 04/51 5                | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $725850.00    | 0.36%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260316                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $1930.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2007-AR7                                       | INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1          | CUSIP: 45670NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49360 | PA      | $40333.76     | 0.02%             | 2037-11-25      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY SR UNSECURED 03/41 7.625                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     100000 | PA      | $117416.66    | 0.06%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EGP SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $32.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                                 | LEBANESE REPUBLIC SR UNSECURED REGS 05/34 8.25            | CUSIP: ACI133870<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     300000 | PA      | $70799.63     | 0.03%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                                 | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947      | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     294327 | PA      | $321315.82    | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG BRANCH                                            | BANGKOK BANK PCL/HK SR UNSECURED 144A 11/35 5.082         | CUSIP: 059895AZ5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     400000 | PA      | $399819.44    | 0.20%             | 2035-11-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                                     | HIPOTECARIA SU CASITA SA COMMON STOCK                     | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       5259 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT NGN SOLD USD 20260223                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $555.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2007-1                                         | WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A3             | CUSIP: 9497EVAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1408374.60   | 0.69%             | 2037-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.50000 03/18/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-4952.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                 | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/28 0.00000    | CUSIP: ACI37LP99<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      30647 | PA      | $6589.07      | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| KENYA GOVT                                                                   | REPUBLIC OF KENYA SR UNSECURED 144A 01/34 6.3             | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $183297.81    | 0.09%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2136.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                                  | BANK GOSPODARSTWA KRAJOW GOVT GUARANT 144A 07/54 6.25     | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     400000 | PA      | $416307.88    | 0.20%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS CZK 3.36250 05/29/25-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $1928.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                         | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625       | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $191009.25    | 0.09%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED SA RL                                             | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625        | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | LU        |     504875 | PA      | $496009.40    | 0.24%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25500 10/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4151.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                        | REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN    | CUSIP: BA0003TP4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |    1000000 | PA      | $1173305.06   | 0.57%             | 2026-03-09      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $76.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | MEXICO LA SP GLM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4899.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                 | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR           | CUSIP: ACI1Q6LS7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     294500 | PA      | $230331.25    | 0.11%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.05497 11/11/22-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-125.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                           | CODELCO INC SR UNSECURED REGS 11/44 4.875                 | CUSIP: P3143NAU8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $525249.12    | 0.26%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                  | REPUBLIC OF TURKIYE SR UNSECURED 01/35 6.5                | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $201485.60    | 0.10%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                  | REPUBLIC OF ANGOLA SR UNSECURED 144A 01/31 9.244          | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $201442.25    | 0.10%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | NIGERIA EM SP BRC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-20684.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/18/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $47575.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KZT SOLD USD 20260311                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $2490.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-273.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO Variable Insurance Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer