# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001047304-25-000532
**Filing Date:** 2025-8
**Character Count:** 367965
**Document Hash:** 4f325730c13b7ad15ad2b96a66ac1a97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001047304-25-000532.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001047304-25-000532

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**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:** 251277441

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $216466759.33

**Total Liabilities:** $23464934.66

**Net Assets:** $193001824.67

**Delayed Delivery Securities:** $117795.06

**Cash Not Reported:** $4072752.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3623.499500 | **1-Year:** 4662.137000 | **5-Year:** 19145.903500 | **10-Year:** 44728.800200 | **30-Year:** 2101.101400

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

- **3-Month:** 2767.194700 | **1-Year:** 4585.472100 | **5-Year:** 18630.839400 | **10-Year:** 11533.454600 | **30-Year:** 296.265900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026494 | -0.24%               | 0.80%                | 2.65%                |
| Class ID C000030987 | -0.24%               | 0.79%                | 2.64%                |
| Class ID C000148732 | -0.26%               | 0.77%                | 2.62%                |
| Class ID C000030995 | -0.22%               | 0.81%                | 2.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-354979.16              | $-402743.27                                |
| Month 2  | $-114320.69              | $985281.77                                 |
| Month 3  | $-312458.47              | $5197411.13                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ORLEN SA                                                              | ORLEN SA SR UNSECURED 144A 01/35 6                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     200000 | PA      | $205550.75    | 0.11%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KWD SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $27.87        | 0.00%             |  |  |  | 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      | $272437.50    | 0.14%             | 2050-06-01      | Fixed         | 6.12%                 | 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      | $182900.00    | 0.09%             | 2053-05-22      | Fixed         | 5.08%                 | 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      | $361004.00    | 0.19%             | 2031-05-07      | Floating      | 5.25%                 | 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      | $11403.79     | 0.01%             |  |  |  | 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      | $168362.50    | 0.09%             | 2036-02-01      | Variable      | 1.75%                 | 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      | $369081.65    | 0.19%             | 2032-01-30      | Fixed         | 4.88%                 | 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      | $19694.40     | 0.01%             |  |  |  | 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      | $274390.04    | 0.14%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                          | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR          | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     600765 | PA      | $308192.45    | 0.16%             | 2035-02-01      | Variable      | 1.75%                 | 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      | $198443.24    | 0.10%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20260204                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-68.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250721                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $13858.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | CHILEAN GOVT LA SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8100.29      | 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      | $198292.10    | 0.10%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                         | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/27 4.7        | CUSIP: P75744AE5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     143000 | PA      | $143078.65    | 0.07%             | 2027-03-27      | Fixed         | 4.70%                 | 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      | $19997.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-90.25       | -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        |     191579 | PA      | $185539.92    | 0.10%             | 2027-03-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                           | UNITED MEXICAN STATES SR UNSECURED 02/35 6.35           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $615360.00    | 0.32%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-150.25      | -0.00%            |  |  |  | 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      | $812937.70    | 0.42%             | 2041-03-01      | Fixed         | 3.70%                 | 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      | $408086.84    | 0.21%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                           | REPUBLIC OF TURKIYE REPUBLIC OF TURKIYE                 | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $189257.35    | 0.10%             | 2035-01-03      | Fixed         | 6.50%                 | 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        |     317760 | PA      | $315277.18    | 0.16%             | 2029-07-31      | Fixed         | 4.63%                 | 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        |     500000 | PA      | $509123.74    | 0.26%             | 2035-02-19      | Fixed         | 5.62%                 | 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      | $-136.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-128974.55   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | COTE DIVOIRE EM SP CBK                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1109.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $589.99       | 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      | $-11964.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250908                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6369.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $3898.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                          | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25         | CUSIP: ACI1V9FP8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     300000 | PA      | $288737.35    | 0.15%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                            | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1700000 | PA      | $509880.03    | 0.26%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | CHILEAN GOVT LA SP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1148.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                  | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $783607.63    | 0.41%             | 2054-08-15      | Fixed         | 5.00%                 | 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      | $21193.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | INDONESIA AS SP BRC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2066.75      | 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      | $978541.20    | 0.51%             | 2051-01-15      | Fixed         | 3.67%                 | 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      | $126291.96    | 0.07%             | 2030-07-31      | None          | 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      | $304476.22    | 0.16%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                          | HUNGARY SR UNSECURED 144A 09/32 6.25                    | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $209094.68    | 0.11%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD NZD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-609.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL OMO120626                              | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   55619000 | PA      | $29424.14     | 0.02%             | 2026-06-12      | None          | 0.00%                 | 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      | $302038.64    | 0.16%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $2880.47      | 0.00%             |  |  |  | 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        |     278000 | PA      | $290003.76    | 0.15%             | 2028-04-06      | Fixed         | 8.20%                 | 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      | $452356.27    | 0.23%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-611.97      | -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      | $1372308.00   | 0.71%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KZT SOLD USD 20250912                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-25.75       | -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      | $353213.43    | 0.18%             | 2031-10-19      | Fixed         | 3.90%                 | 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        |    4000000 | PA      | $3300248.00   | 1.71%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                          | TURK IHRACAT KR BK TURK IHRACAT KR BK                   | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |     400000 | PA      | $409023.80    | 0.21%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                        | REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5               | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1300000 | PA      | $880104.51    | 0.46%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/4.15500 10/02/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11137.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD HUF BOUGHT USD 20250822                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-7927.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $448.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                           | REPUBLIC OF POLAND BONDS 02/30 4.875                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $204150.19    | 0.11%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20260204                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $344.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                           | REPUBLIC OF TURKIYE SR UNSECURED 04/43 4.875            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     700000 | PA      | $494346.24    | 0.26%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-6.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EGP BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-2291.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ZAR BOUGHT USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-9612.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                | ENGIE ENERGIA CHILE SA ENGIE ENERGIA CHILE SA           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207635.00    | 0.11%             | 2034-04-17      | Fixed         | 6.38%                 | 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      | $-2630.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7091.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-216.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | US 10YR NOTE (CBT)SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        283 | NC      | $619207.57    | 0.32%             |  |  |  | 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      | $271403.41    | 0.14%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-48693.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20251105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $4294.02      | 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      | $378146.81    | 0.20%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KZT SOLD USD 20250908                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-13.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                     | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5         | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3900000 | PA      | $191768.86    | 0.10%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-63980.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750R1U1 PIMCO FXVAN CALL USD TRY 42.96000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -477000 | NC      | $-10221.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                 | CZECHOSLOVAK GROUP CZECHOSLOVAK GROUP                   | CUSIP: ACI2Y9W17<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $120130.35    | 0.06%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT MYR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $354.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                           | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/48 9.375        | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $159406.74    | 0.08%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT NZD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $358.95       | 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        |     220936 | PA      | $214518.03    | 0.11%             | 2037-02-25      | Floating      | 4.91%                 | 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      | $-521.80      | -0.00%            |  |  |  | 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      | $203576.00    | 0.11%             | 2031-08-06      | Fixed         | 6.05%                 | 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      | $196867.78    | 0.10%             | 2054-11-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $228.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDX EM38 ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2555.18     | -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      | $333677.33    | 0.17%             | 2050-05-29      | Fixed         | 8.88%                 | 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      | $311118.88    | 0.16%             | 2042-02-23      | Fixed         | 6.51%                 | 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        |     400000 | PA      | $253353.48    | 0.13%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $581.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                           | LETRA TESOURO NACIONAL BILLS 10/25 0.00000              | CUSIP: ACI2HDVK6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   63600000 | PA      | $11291328.56  | 5.85%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | TURKEY EM SP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-6741.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20290502                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $11420.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250701                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1183.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                           | LG CHEM LTD SR UNSECURED 144A 07/26 1.375               | CUSIP: 501955AC2<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $387200.56    | 0.20%             | 2026-07-07      | Fixed         | 1.38%                 | 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      | $11347.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT NGN SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $9114.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PEN BOUGHT USD 20250711                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-11863.84    | -0.01%            |  |  |  | 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      | $365989.00    | 0.19%             | 2064-07-17      | Fixed         | 5.88%                 | 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      | $505378.23    | 0.26%             | 2030-05-21      | Fixed         | 5.25%                 | 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      | $105332.46    | 0.05%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDX EM39 ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-242.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $89.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHESTER FINANCING NO 3 PLC                                          | ROCHESTER FINANCING ROFIN 3 A REGS                      | CUSIP: ACI1YJ4X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     116645 | PA      | $160037.25    | 0.08%             | 2044-12-18      | Floating      | 4.92%                 | 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        |     421677 | PA      | $346603.03    | 0.18%             | 2030-05-15      | None          | 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      | $304311.75    | 0.16%             | 2033-09-19      | Fixed         | 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      | $9301.29      | 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      | $200398.65    | 0.10%             | 2028-07-03      | Fixed         | 6.88%                 | 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        |     547356 | PA      | $151225.21    | 0.08%             | 2037-01-25      | Variable      | 6.22%                 | 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      | $-281.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICD FUNDING LIMITED                                                   | ICD FUNDING LTD COMPANY GUAR REGS 04/26 3.223           | CUSIP: ACI1SC7G4<br>LEI: 635400ND71SBRGJJVF09 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197237.25    | 0.10%             | 2026-04-28      | Fixed         | 3.22%                 | 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      | $-593.88      | -0.00%            |  |  |  | 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      | $495945.76    | 0.26%             | 2041-01-14      | 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      | $-36.20       | -0.00%            |  |  |  | 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        |       9814 | PA      | $9057.47      | 0.00%             | 2037-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | ROMANIA EM SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1481.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250701                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $743.31       | 0.00%             |  |  |  | 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      | $152751.40    | 0.08%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                              | LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR         | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199922.48    | 0.10%             | 2026-08-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $645.61       | 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      | $1052633.26   | 0.55%             | 2047-05-11      | Fixed         | 5.75%                 | 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      | $1633041.33   | 0.85%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-152865.24   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $912.43       | 0.00%             |  |  |  | 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      | $198706.58    | 0.10%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA ROMANIA                                         | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $555132.80    | 0.29%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PHP BOUGHT USD 20250717                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $67.79        | 0.00%             |  |  |  | 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      | $721401.60    | 0.37%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LIMITED                                         | RUTAS 2 + 7 FINANCE LTD SR SECURED REGS 09/36 0.00000   | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     153333 | PA      | $111270.15    | 0.06%             | 2036-09-30      | None          | 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      | $494700.00    | 0.26%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250814                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-235.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                          | UBS GROUP AG SR UNSECURED 144A 07/26 VAR                | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $250235.47    | 0.13%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ZAR BOUGHT USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-6132.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | COTE DIVOIRE EM SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1109.90     | -0.00%            |  |  |  | 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        |     112301 | PA      | $103164.45    | 0.05%             | 2047-02-25      | Floating      | 5.15%                 | 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      | $3043.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD HUF BOUGHT USD 20250822                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-379.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1486.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CAD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1715.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                          | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7        | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      93550 | PA      | $11693.75     | 0.01%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                  | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR          | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     148622 | PA      | $119640.71    | 0.06%             | 2027-12-31      | Fixed         | 13.50%                | 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      | $33120.17     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                         | REPUBLIC OF CAMEROON SR UNSECURED REGS 11/25 9.5        | CUSIP: ACI0J0F32<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      66667 | PA      | $66410.41     | 0.03%             | 2025-11-19      | Fixed         | 9.50%                 | 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      | $949800.00    | 0.49%             | 2099-12-31      | Fixed         | 5.75%                 | 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      | $401306.00    | 0.21%             | 2032-04-14      | Fixed         | 5.32%                 | 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      | $210804.80    | 0.11%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-17732.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250905                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $119.22       | 0.00%             |  |  |  | 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      | $310563.78    | 0.16%             | 2032-06-19      | Fixed         | 4.75%                 | 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      | $300570.00    | 0.16%             | 2036-03-30      | Fixed         | 5.50%                 | 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      | $518109.50    | 0.27%             | 2029-01-11      | Fixed         | 5.85%                 | 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        |       1392 | PA      | $1312.30      | 0.00%             | 2036-01-25      | Floating      | 4.73%                 | 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      | $203500.00    | 0.11%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL BILLS 11/25 0.00000                    | CUSIP: ACI2XYZR3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 1016187000 | PA      | $602567.06    | 0.31%             | 2025-11-11      | None          | 0.00%                 | 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      | $228829.36    | 0.12%             | 2035-09-15      | Fixed         | 11.25%                | 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      | $1539920.40   | 0.80%             | 2044-05-30      | Fixed         | 6.45%                 | 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      | $-249276.91   | -0.13%            |  |  |  | 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      | $-2402.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO MORGAN STANLEY                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -143894 | PA      | $-147134.27   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                        | CHILE ELECTRICITY LUX GOVT GUARANT 144A 01/33 6.01      | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     465000 | PA      | $482325.90    | 0.25%             | 2033-01-20      | Fixed         | 6.01%                 | 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        |     142473 | PA      | $195949.71    | 0.10%             | 2059-01-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                           | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW       | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     400000 | PA      | $412177.21    | 0.21%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                        | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1576470 | PA      | $1060767.25   | 0.55%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1070.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | US ULTRA BOND CBT SEP25 XCBT 20250919                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         12 | NC      | $38920.40     | 0.02%             |  |  |  | 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      | $296244.86    | 0.15%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD SGD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-446.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750Q6M6 PIMCO FXVAN CALL USD TRY 56.75000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -1935000 | NC      | $-69787.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                           | REPUBLIC OF TURKIYE REPUBLIC OF TURKIYE                 | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $200424.70    | 0.10%             | 2032-07-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | US 2YR NOTE (CBT) SEP25 XCBT 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         28 | NC      | $21947.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SERBIA EM SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $237.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250811                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $895.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | EURO-OAT FUTURE   SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -25 | NC      | $22555.75     | 0.01%             |  |  |  | No            |                  1 | 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      | $195874.24    | 0.10%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-0.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAMIBIA GOVT                                                          | REPUBLIC OF NAMIBIA SR UNSECURED REGS 10/25 5.25        | CUSIP: ACI0HMY27<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     300000 | PA      | $297841.82    | 0.15%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-231.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | QATAR GOVT EM SP GST                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $31677.35     | 0.02%             |  |  |  | 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        |     477167 | PA      | $426541.55    | 0.22%             | 2037-05-26      | Variable      | 4.16%                 | 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      | $346825.76    | 0.18%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                        | REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/36 6.6       | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $203350.00    | 0.11%             | 2036-06-13      | Fixed         | 6.60%                 | 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      | $303975.00    | 0.16%             | 2032-07-02      | Fixed         | 5.85%                 | 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        |      71636 | PA      | $69612.53     | 0.04%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                          | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR         | CUSIP: ACI1Q6J27<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     461500 | PA      | $401505.00    | 0.21%             | 2030-07-31      | Variable      | 6.90%                 | 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      | $181490.00    | 0.09%             | 2036-01-15      | Fixed         | 6.05%                 | 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      | $15334.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-103408.30   | -0.05%            |  |  |  | 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      | $433128.23    | 0.22%             | 2031-02-02      | Fixed         | 3.60%                 | 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      | $162544.82    | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-39358.70    | -0.02%            |  |  |  | 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      | $210822.00    | 0.11%             | 2029-07-24      | Fixed         | 8.95%                 | 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        |     410000 | PA      | $406078.35    | 0.21%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                          | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     637911 | PA      | $331713.72    | 0.17%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                    | CODELCO INC SR UNSECURED 144A 01/55 6.78                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $307990.20    | 0.16%             | 2055-01-13      | Fixed         | 6.78%                 | 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      | $197496.57    | 0.10%             | 2042-05-03      | Fixed         | 6.00%                 | 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      | $0.96         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2367.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $177.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1604.84      | 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      | $57543.54     | 0.03%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                        | REPUBLIC OF COLOMBIA SR UNSECURED 05/51 4.125           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1200000 | PA      | $686028.00    | 0.36%             | 2051-05-15      | Fixed         | 4.12%                 | 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      | $1175741.99   | 0.61%             | 2026-08-11      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                     | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875       | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   25300000 | PA      | $1334456.65   | 0.69%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                   | EMPRESA NACIONAL DEL PET EMPRESA NACIONAL DEL PET       | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $202596.20    | 0.10%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD AUD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3167.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-8418.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BRAZIL LA SP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-21941.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PLN BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-545.94      | -0.00%            |  |  |  | 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      | $397706.94    | 0.21%             | 2027-11-28      | Fixed         | 6.50%                 | 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      | $384402.79    | 0.20%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750R1Z0 PIMCO CDSOPT PUT USD 0.85 20251015            | CUSIP: OP0048QB6<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -42600000 | NC      | $-24578.50    | -0.01%            |  |  |  | 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      | $103020.12    | 0.05%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PKR BOUGHT USD 20251112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3413.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-118924.70   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PERU LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $12276.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-231.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CHF BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-4217.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14748.96     | 0.01%             |  |  |  | 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      | $188804.68    | 0.10%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                            | SOUTHERN GAS CORRIDOR GOVT GUARANT 144A 03/26 6.875     | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     300000 | PA      | $304321.22    | 0.16%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP GLM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2108.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                           | UGANDA GOVERNMENT BOND BONDS 06/39 15.8                 | CUSIP: ACI2QJDV9<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   42000000 | PA      | $10768.94     | 0.01%             | 2039-06-23      | Fixed         | 15.80%                | 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      | $31913.55     | 0.02%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20250825                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $4868.86      | 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      | $152214.20    | 0.08%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CHF BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-1029.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75        | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   12100000 | PA      | $210307.00    | 0.11%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO PARIBAS                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -361000 | PA      | $-362136.03   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ILS BOUGHT USD 20250709                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-315.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                      | GERDAU TRADE INC COMPANY GUAR 06/35 5.75                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $300585.00    | 0.16%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -242931 | PA      | $-248857.08   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/3.50000 12/20/23-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-9102.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PLN SOLD USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $5384.89      | 0.00%             |  |  |  | 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      | $166333.30    | 0.09%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                    | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746        | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $297251.36    | 0.15%             | 2034-10-03      | Fixed         | 5.75%                 | 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      | $129905.12    | 0.07%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-13.19       | -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      | $17349.52     | 0.01%             |  |  |  | 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        |      76993 | PA      | $80597.09     | 0.04%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $4005.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | REPUBLIC OF NIGERIA SR UNSECURED REGS 09/33 7.375       | CUSIP: ACI20N0S9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $179110.34    | 0.09%             | 2033-09-28      | Fixed         | 7.38%                 | 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      | $82761.72     | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                        | REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75            | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $397140.00    | 0.21%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | COTE DIVOIRE EM SP JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-5982.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                          | BARCLAYS PLC SR UNSECURED REGS 02/27 3.25               | CUSIP: ACI0P3738<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134634.93    | 0.07%             | 2027-02-12      | Fixed         | 3.25%                 | 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      | $-23574.68    | -0.01%            |  |  |  | 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      | $258386.10    | 0.13%             | 2060-04-21      | Fixed         | 4.80%                 | 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      | $362000.00    | 0.19%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-23353.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PLN BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-477.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD SGD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-212.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ILS BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1263.63     | -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      | $1067817.79   | 0.55%             | 2027-03-05      | Floating      | 4.10%                 | No            |                  3 | 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      | $155974.01    | 0.08%             | 2050-04-16      | Fixed         | 3.88%                 | 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      | $506960.15    | 0.26%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                          | ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL         | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $206132.80    | 0.11%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1826.05      | 0.00%             |  |  |  | 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        |      22741 | PA      | $21511.67     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-15N                                              | LEHMAN XS TRUST LXS 2007 15N 2A1                        | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112054 | PA      | $110114.25    | 0.06%             | 2037-08-25      | Floating      | 4.93%                 | 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      | $724318.00    | 0.38%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | QATAR GOVT EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3754.41      | 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      | $14532.12     | 0.01%             |  |  |  | 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      | $286771.37    | 0.15%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $32837.11     | 0.02%             |  |  |  | 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      | $90.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PANAMA LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-7700.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL BILLS 08/25 0.00000                    | CUSIP: ACI2RML59<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  365613000 | PA      | $230195.24    | 0.12%             | 2025-08-19      | None          | 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      | $872248.50    | 0.45%             | 2039-04-16      | Fixed         | 4.25%                 | 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        |     200000 | PA      | $201600.85    | 0.10%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3671.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOM REP CB NOTES NOTES 144A 12/25 13                    | CUSIP: 25714PER5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |   28400000 | PA      | $476002.36    | 0.25%             | 2025-12-05      | Fixed         | 13.00%                | 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      | $312928.00    | 0.16%             | 2038-06-15      | Fixed         | 6.62%                 | 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      | $-48058.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $180.31       | 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      | $266873.30    | 0.14%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250728                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $339.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20290503                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $11411.99     | 0.01%             |  |  |  | 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      | $203702.91    | 0.11%             | 2050-01-30      | Fixed         | 3.70%                 | 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      | $207921.27    | 0.11%             | 2029-05-03      | Fixed         | 9.62%                 | 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        |     198850 | PA      | $202011.79    | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | 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      | $391620.60    | 0.20%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                          | ECOPETROL SA SR UNSECURED 01/36 8.375                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $386204.60    | 0.20%             | 2036-01-19      | Fixed         | 8.38%                 | 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      | $1408144.35   | 0.73%             | 2037-03-25      | Floating      | 5.07%                 | 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      | $300804.00    | 0.16%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3723.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA           | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 05/27 4.125  | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $198149.70    | 0.10%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $780.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                          | HUNGARY SR UNSECURED 144A 09/55 6.75                    | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     300000 | PA      | $302554.76    | 0.16%             | 2055-09-23      | Fixed         | 6.75%                 | 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      | $136470.04    | 0.07%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                           | QATAR ENERGY SR UNSECURED 144A 07/51 3.3                | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     500000 | PA      | $338032.50    | 0.18%             | 2051-07-12      | Fixed         | 3.30%                 | 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        |     108041 | PA      | $82914.72     | 0.04%             | 2037-10-25      | Floating      | 5.33%                 | 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      | $488335.93    | 0.25%             | 2032-09-05      | Fixed         | 3.62%                 | 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      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $484.43       | 0.00%             |  |  |  | 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      | $69937.19     | 0.04%             | 2035-01-25      | Floating      | 5.20%                 | 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      | $294606.79    | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20250826                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $1844.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $0.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                           | REPUBLIC OF POLAND SR UNSECURED 04/53 5.5               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     650000 | PA      | $606448.75    | 0.31%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                          | SK HYNIX INC SR UNSECURED 144A 01/33 6.5                | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     600000 | PA      | $648794.73    | 0.34%             | 2033-01-17      | Fixed         | 6.50%                 | 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      | $353779.46    | 0.18%             | 2032-04-14      | Fixed         | 8.75%                 | 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      | $284587.50    | 0.15%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                           | QATAR ENERGY SR UNSECURED REGS 07/51 3.3                | CUSIP: ACI1YZ032<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     900000 | PA      | $608458.50    | 0.32%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-528.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-47753.45    | -0.02%            |  |  |  | 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      | $196035.45    | 0.10%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                          | UKRAINE GOVERNMENT SR UNSECURED REGS 08/41 VAR          | CUSIP: ACI0HHXV5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     120000 | PA      | $86700.00     | 0.04%             | 2041-08-01      | Variable      | 7.75%                 | 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      | $404579.00    | 0.21%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BANK RT (AKA: EXPORT-IMPORT BANK OF HUNGARY)     | MAGYAR EXPORT IMPORT BAN GOVT GUARANT 144A 12/27 6.125  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | MUN               | HU        |     400000 | PA      | $409675.64    | 0.21%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL NIGERIA OMO BILL                       | CUSIP: ACI2RK718<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  463676000 | PA      | $283828.79    | 0.15%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOMINICAN REPUBLIC 06/36 0                              | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $151267.50    | 0.08%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KZT SOLD USD 20250728                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $363.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                 | IVORY COAST SR UNSECURED REGS 03/30 5.25                | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     263000 | PA      | $296708.83    | 0.15%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT MXN SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $140.85       | 0.00%             |  |  |  | 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      | $399860.00    | 0.21%             | 2055-02-24      | Fixed         | 7.15%                 | 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      | $-226.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                           | UNITED MEXICAN STATES UNITED MEXICAN STATES             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $184600.00    | 0.10%             | 2054-05-07      | Fixed         | 6.40%                 | 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      | $-37100.38    | -0.02%            |  |  |  | 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      | $372143.57    | 0.19%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PKR BOUGHT USD 20251110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1765.39     | -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      | $148900.00    | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | 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      | $38457.49     | 0.02%             |  |  |  | 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        |     400000 | PA      | $326804.00    | 0.17%             | 2041-01-18      | Fixed         | 6.12%                 | 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      | $4669.17      | 0.00%             |  |  |  | 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      | $405749.00    | 0.21%             | 2033-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                          | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5      | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      62066 | PA      | $7758.25      | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL OMO260626                              | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  611917000 | PA      | $321360.71    | 0.17%             | 2026-06-26      | None          | 0.00%                 | 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        |     268230 | PA      | $282878.78    | 0.15%             | 2034-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | NIGERIA EM SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-41837.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-6246.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2117.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                        | REPUBLIC OF INDONESIA SR UNSECURED 01/53 5.65           | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     200000 | PA      | $198279.62    | 0.10%             | 2053-01-11      | Fixed         | 5.65%                 | 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      | $242462.50    | 0.13%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $433.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $73.49        | 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      | $500799.75    | 0.26%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/4.15000 10/12/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11108.92     | 0.01%             |  |  |  | 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      | $224995.11    | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | 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      | $172198.89    | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-4                                       | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1         | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30665 | PA      | $27354.41     | 0.01%             | 2037-10-25      | Floating      | 4.98%                 | 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      | $1006899.66   | 0.52%             | 2060-01-28      | Fixed         | 6.95%                 | 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      | $233634.74    | 0.12%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20300514                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4672.88      | 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      | $476750.88    | 0.25%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7010.83     | -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      | $136818.72    | 0.07%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                   | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 05/33 6.15   | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205780.00    | 0.11%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                          | ECOPETROL SA SR UNSECURED 05/45 5.875                   | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $276401.32    | 0.14%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $25554.39     | 0.01%             |  |  |  | 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      | $83233.98     | 0.04%             | 2026-08-19      | Floating      | 48.80%                | 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      | $873.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD GBP BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3917.77     | -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      | $211509.00    | 0.11%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | EURO-BUND FUTURE  SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         23 | NC      | $-26715.66    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PETRORIO LUXEMBOURG HOLDING SARL                                      | PETRORIO LUX TRAD SARL SR SECURED 144A 06/26 6.125      | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $300735.60    | 0.16%             | 2026-06-09      | Fixed         | 6.12%                 | 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      | $407825.30    | 0.21%             | 2030-01-24      | Fixed         | 7.45%                 | 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      | $35318.77     | 0.02%             | 2026-05-20      | Floating      | 48.80%                | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED                                            | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625      | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |     528500 | PA      | $495011.60    | 0.26%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                           | BANK GOSPODARSTWA KRAJOW BANK GOSPODARSTWA KRAJOW       | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | MUN               | PL        |     200000 | PA      | $210948.42    | 0.11%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PLN SOLD USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $3571.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7405.76     | -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      | $-152.70      | -0.00%            |  |  |  | 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      | $-31424.32    | -0.02%            |  |  |  | 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      | $133893.39    | 0.07%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4583.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD IDR BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1473.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | IRS PLN 4.07500 04/11/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $13379.44     | 0.01%             |  |  |  | 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      | $209516.55    | 0.11%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7887.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-6317.10     | -0.00%            |  |  |  | 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        |     900000 | PA      | $1086763.83   | 0.56%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ZAR BOUGHT USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2542.60     | -0.00%            |  |  |  | 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      | $322024.21    | 0.17%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2330.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR41                               | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3        | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127215 | PA      | $120035.24    | 0.06%             | 2037-02-25      | Floating      | 4.79%                 | 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      | $397697.64    | 0.21%             | 2054-07-09      | Fixed         | 6.25%                 | 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      | $471017.45    | 0.24%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $877.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PERU LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4092.15      | 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        |     500000 | PA      | $491688.54    | 0.25%             | 2032-02-01      | Fixed         | 7.75%                 | 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      | $199108.42    | 0.10%             | 2027-01-31      | Fixed         | 5.75%                 | 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        |     250050 | PA      | $258871.16    | 0.13%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                           | STATE OF ISRAEL SR UNSECURED 02/30 5.375                | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     500000 | PA      | $510164.25    | 0.26%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KES BOUGHT USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1779.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3          | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     200000 | PA      | $172920.00    | 0.09%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT INR SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $69.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BENIN EM SP CBK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-192.91      | -0.00%            |  |  |  | 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      | $182716.50    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| LEBANON GOVT                                                          | LEBANESE REPUBLIC SR UNSECURED 05/34 8.25               | CUSIP: ACI133870<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     600000 | PA      | $114600.65    | 0.06%             | 2034-05-17      | Fixed         | 8.25%                 | 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      | $500333.02    | 0.26%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                          | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25     | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      30958 | PA      | $3869.75      | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | 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        |     284353 | PA      | $261545.55    | 0.14%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2442.26      | 0.00%             |  |  |  | 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        |      43078 | PA      | $30585.29     | 0.02%             | 2035-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL BILLS 09/25 0.00000                    | CUSIP: ACI2TJZB6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  277455000 | PA      | $170627.27    | 0.09%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                            | STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333     | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    1290000 | PA      | $1285330.20   | 0.67%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-75612.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -614790 | PA      | $-615158.37   | -0.32%            |  |  |  | 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      | $200240.00    | 0.10%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT NGN SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $4408.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250707                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $123.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250725                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1115.41     | -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      | $170540.36    | 0.09%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7449.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250812                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $4702.74      | 0.00%             |  |  |  | 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      | $194572.94    | 0.10%             | 2053-04-29      | Fixed         | 4.30%                 | 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        |     313931 | PA      | $87900.68     | 0.05%             | 2028-12-31      | Fixed         | 11.00%                | 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      | $3621166.92   | 1.88%             | 2050-01-23      | Fixed         | 7.69%                 | 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      | $20295.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KRW SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $704.63       | 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      | $186124.00    | 0.10%             | 2040-07-31      | Variable      | 5.00%                 | 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      | $56839.17     | 0.03%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | NIGERIA EM SP MYC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-3203.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/3.50000 12/18/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $103252.65    | 0.05%             |  |  |  | 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      | $504683.37    | 0.26%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250724                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $825.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-461.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD AUD BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-4780.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20300515                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4669.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7145.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | TURKEY EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-33707.05    | -0.02%            |  |  |  | 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      | $190154.58    | 0.10%             | 2030-05-07      | Fixed         | 3.65%                 | 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      | $176432.58    | 0.09%             | 2035-02-01      | Variable      | 0.00%                 | 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      | $391445.84    | 0.20%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250729                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1018.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20290508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7902.68      | 0.00%             |  |  |  | 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      | $152103.50    | 0.08%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                           | UNITED MEXICAN STATES UNITED MEXICAN STATES             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $197880.00    | 0.10%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $700.01       | 0.00%             |  |  |  | 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      | $-9667.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                     | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375  | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     500000 | PA      | $518904.04    | 0.27%             | 2031-01-13      | Fixed         | 5.38%                 | 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      | $218328.10    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | 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      | $196603.69    | 0.10%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | COLOMBIA LA SP BOA                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1445.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6887.12     | -0.00%            |  |  |  | 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      | $16.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                         | YINSON BERGENIA PRODUCTI YINSON BERGENIA PRODUCTI       | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $405360.00    | 0.21%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                        | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3726800 | PA      | $2319933.00   | 1.20%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250922                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2016.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                      | INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000  | CUSIP: P52715AB8<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |      13316 | PA      | $13038.51     | 0.01%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LIMITED                                         | RUTAS 2 + 7 FINANCE LTD SR SECURED 144A 09/36 0.00000   | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     383333 | PA      | $278175.37    | 0.14%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL BILLS 10/25 0.00000                    | CUSIP: ACI2RP576<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  829100000 | PA      | $504672.19    | 0.26%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $628.53       | 0.00%             |  |  |  | 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      | $585000.00    | 0.30%             | 2026-05-17      | Fixed         | 2.63%                 | 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      | $268795.50    | 0.14%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250717                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-172.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                           | MEXICAN UDIBONOS BONDS 12/26 3                          | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  100309995 | PA      | $5235824.09   | 2.71%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | PANAMA LA BP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3897.27      | 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      | $0.67         | 0.00%             | 2028-02-24      | Variable      | 8.50%                 | 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      | $300436.50    | 0.16%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1680.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                        | REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     500000 | PA      | $336299.10    | 0.17%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20250903                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14553.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BM        |    -440000 | NC      | $-8209.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                         | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 09/25 8.25    | CUSIP: Y2835JAC2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $199842.03    | 0.10%             | 2025-09-30      | Fixed         | 8.25%                 | 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      | $128052.76    | 0.07%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | IRS CZK 3.32500 05/09/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $33782.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO BARCLAYS REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2206864 | PA      | $-2260695.90  | -1.17%            |  |  |  | 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      | $587698.87    | 0.30%             | 2031-06-10      | Fixed         | 7.75%                 | 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        |     271040 | PA      | $265000.42    | 0.14%             | 2029-05-07      | Fixed         | 5.12%                 | 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      | $228155.25    | 0.12%             | 2051-06-23      | Fixed         | 5.12%                 | 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      | $456500.65    | 0.24%             | 2035-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PLN BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-398.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PEMEX LCDS SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4127.53      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PANAMA GOVT                                                           | REPUBLIC OF PANAMA SR UNSECURED 03/54 6.853             | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     600000 | PA      | $551178.00    | 0.29%             | 2054-03-28      | Fixed         | 6.85%                 | 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      | $1162880.87   | 0.60%             | 2036-03-17      | Fixed         | 6.88%                 | 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      | $613898.52    | 0.32%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO MORGAN STANLEY                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1003054 | PA      | $-1025101.44  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                           | REPUBLIC OF SERBIA REPUBLIC OF SERBIA                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     400000 | PA      | $404385.62    | 0.21%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA SR UNSECURED 144A 03/30 5.25                    | CUSIP: ACI2TMXJ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $602091.80    | 0.31%             | 2030-03-10      | Fixed         | 5.25%                 | 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      | $270743.85    | 0.14%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | 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      | $162290.90    | 0.08%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KZT SOLD USD 20250912                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-18.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3913.50     | -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      | $-1178.74     | -0.00%            |  |  |  | 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        |      63566 | PA      | $49095.70     | 0.03%             | 2036-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KZT SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-30.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | IRS EUR 2.25000 09/17/25-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $274282.92    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ILS BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-59.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-60642.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CAD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1886.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625          | CUSIP: ACI2FG3T3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   23800000 | PA      | $482293.52    | 0.25%             | 2034-02-10      | Fixed         | 13.62%                | 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      | $356378.16    | 0.18%             | 2030-08-15      | Fixed         | 3.25%                 | 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        |    2700000 | PA      | $2697996.09   | 1.40%             | 2043-11-15      | Fixed         | 4.75%                 | 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      | $386088.84    | 0.20%             | 2029-09-30      | Fixed         | 4.85%                 | 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      | $209570.91    | 0.11%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3992.35     | -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      | $11666.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                        | ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125      | CUSIP: ACI1FS336<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1200000 | PA      | $819648.35    | 0.42%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                            | REPUBLIC OF KENYA REPUBLIC OF KENYA                     | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     400000 | PA      | $406664.82    | 0.21%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL JSC                                              | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 10/48 6.375   | CUSIP: Y44709AG1<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $185242.89    | 0.10%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ZAR BOUGHT USD 20250723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-6132.62     | -0.00%            |  |  |  | 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      | $501400.94    | 0.26%             | 2032-02-12      | Fixed         | 7.12%                 | 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      | $648095.00    | 0.34%             | 2032-09-23      | Fixed         | 4.88%                 | 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      | $184450.58    | 0.10%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CHILEAN GOVT LA SP BPS                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $17259.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | ISRAEL GOVT EM SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2721.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDX EM43 ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2448.27     | -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        |        696 | PA      | $681.33       | 0.00%             | 2036-06-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-775.69      | -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      | $734.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                  | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $717140.33    | 0.37%             | 2054-08-15      | Fixed         | 4.50%                 | 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      | $399901.08    | 0.21%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD UGX BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-595.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                       | RAIZEN FUELS FINANCE RAIZEN FUELS FINANCE               | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $298125.00    | 0.15%             | 2032-07-08      | Fixed         | 6.25%                 | 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      | $72402.59     | 0.04%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PEN BOUGHT USD 20250724                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-6487.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -440000 | NC      | $-2015.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA UNSECURED 144A 04/42 2.875                      | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $220459.35    | 0.11%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $27.68        | 0.00%             |  |  |  | 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      | $246662.47    | 0.13%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                          | ABU DHABI DEVELOPMENT HO ABU DHABI DEVELOPMENT HO       | CUSIP: 00402D2D6<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $371546.35    | 0.19%             | 2054-10-02      | Fixed         | 5.25%                 | 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      | $304683.00    | 0.16%             | 2030-05-07      | Fixed         | 5.88%                 | 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      | $52733.58     | 0.03%             |  |  |  | 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      | $182659.27    | 0.09%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2328.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT DOP SOLD USD 20250908                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $66118.96     | 0.03%             |  |  |  | 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      | $180034.38    | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6052.94      | 0.00%             |  |  |  | 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      | $208093.60    | 0.11%             | 2034-05-08      | Fixed         | 5.50%                 | 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      | $31830.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250811                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-968.20      | -0.00%            |  |  |  | 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      | $107799.00    | 0.06%             | 2099-12-31      | Fixed         | 3.23%                 | 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      | $-1110.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                         | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/32 5.95       | CUSIP: ACI1YYV64<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     150000 | PA      | $138530.53    | 0.07%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7135.64     | -0.00%            |  |  |  | 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      | $124280.75    | 0.06%             | 2061-02-02      | Fixed         | 3.45%                 | 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      | $371414.94    | 0.19%             | 2032-01-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD GBP BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-6055.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750PIY9 PIMCO FXVAN CALL USD TRY 51.75000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -413000 | NC      | $-2156.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA SR UNSECURED 144A 01/53 7.625                   | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $303745.39    | 0.16%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                            | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875     | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    1100000 | PA      | $1115844.46   | 0.58%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $948.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL OMO260629                              | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 1217687000 | PA      | $638497.68    | 0.33%             | 2026-06-29      | None          | 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      | $474625.68    | 0.25%             | 2028-03-22      | Fixed         | 3.25%                 | 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      | $1169.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $0.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CZK BOUGHT USD 20250822                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-7956.47     | -0.00%            |  |  |  | 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      | $741975.39    | 0.38%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ILS BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-3834.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PERU LA SP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2263.00      | 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      | $678937.12    | 0.35%             | 2029-07-03      | Variable      | 5.00%                 | 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      | $-102772.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                        | REPUBLIC OF GUATEMALA SR UNSECURED 144A 10/41 4.65      | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $159375.00    | 0.08%             | 2041-10-07      | Fixed         | 4.65%                 | 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      | $784424.03    | 0.41%             | 2028-05-17      | Floating      | 48.80%                | 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      | $2744.11      | 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        |      64232 | PA      | $88198.00     | 0.05%             | 2063-12-20      | Floating      | 4.94%                 | 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        |     171637 | PA      | $159536.66    | 0.08%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD ILS BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-8819.42     | -0.00%            |  |  |  | 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      | $183797.05    | 0.10%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | TURKEY EM SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-57173.76    | -0.03%            |  |  |  | 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      | $27077.91     | 0.01%             |  |  |  | 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      | $104004.19    | 0.05%             | 2031-08-05      | Fixed         | 11.95%                | 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        |      90188 | PA      | $80428.33     | 0.04%             | 2046-09-25      | Floating      | 4.81%                 | 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      | $208667.00    | 0.11%             | 2029-06-05      | Fixed         | 7.88%                 | 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      | $312571.50    | 0.16%             | 2029-05-02      | Floating      | 7.95%                 | 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      | $201335.96    | 0.10%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                 | IVORY COAST SR UNSECURED REGS 04/36 8.075               | CUSIP: ACI2VZXJ2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $193298.02    | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $493.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                        | REPUBLIC OF COLOMBIA SR UNSECURED 04/35 8.5             | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     500000 | PA      | $519990.70    | 0.27%             | 2035-04-25      | Fixed         | 8.50%                 | 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      | $706533.76    | 0.37%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                        | REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $302037.00    | 0.16%             | 2035-11-14      | Fixed         | 8.00%                 | 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      | $207665.00    | 0.11%             | 2027-04-20      | Fixed         | 8.62%                 | 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      | $204834.00    | 0.11%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD THB BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-0.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                              | HIPOTECARIA SU CASITA SA COMMON STOCK                   | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       5259 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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      | $418170.00    | 0.22%             | 2037-05-13      | Fixed         | 6.88%                 | 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      | $494884.97    | 0.26%             | 2029-12-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA ROMANIA                                         | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $116082.32    | 0.06%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1787.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $69266.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                         | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     500000 | PA      | $463734.62    | 0.24%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA SR UNSECURED 144A 09/33 6.375                   | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $364262.39    | 0.19%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-0.42        | -0.00%            |  |  |  | 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        |     134590 | PA      | $97073.11     | 0.05%             | 2037-09-01      | Variable      | 6.62%                 | 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      | $188897.15    | 0.10%             | 2036-03-05      | Fixed         | 9.50%                 | 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      | $159189.99    | 0.08%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $473.92       | 0.00%             |  |  |  | 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        |     500000 | PA      | $495506.40    | 0.26%             | 2029-05-03      | Fixed         | 8.75%                 | 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      | $209356.87    | 0.11%             | 2029-04-30      | Fixed         | 5.88%                 | 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        |      70901 | PA      | $56350.72     | 0.03%             | 2045-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                           | QATAR ENERGY SR UNSECURED 144A 07/41 3.125              | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     400000 | PA      | $295788.00    | 0.15%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                      | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5    | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |   16000000 | PA      | $855486.90    | 0.44%             | 2026-07-29      | Fixed         | 8.50%                 | 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      | $407280.00    | 0.21%             | 2037-03-15      | Fixed         | 6.95%                 | 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      | $93992.65     | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | 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      | $188611.38    | 0.10%             | 2030-01-21      | Fixed         | 3.68%                 | 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      | $518541.71    | 0.27%             | 2028-06-29      | Fixed         | 6.50%                 | 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      | $117282.36    | 0.06%             | 2026-07-19      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT THB SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $756.45       | 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      | $-1543.30     | -0.00%            |  |  |  | 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      | $-32221.17    | -0.02%            |  |  |  | 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      | $520866.00    | 0.27%             | 2042-03-07      | Fixed         | 4.34%                 | 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      | $700200.00    | 0.36%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | US 5YR NOTE (CBT) SEP25 XCBT 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        148 | NC      | $176780.67    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                        | REPUBLIC OF INDONESIA SR UNSECURED 01/33 3.875          | CUSIP: ACI2T3JQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $360643.73    | 0.19%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                     | UZBEKNEFTEGAZ JSC SR UNSECURED REGS 11/28 4.75          | CUSIP: ACI21QDZ1<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | MUN               | UZ        |     400000 | PA      | $367295.80    | 0.19%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                              | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39             | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $167220.60    | 0.09%             | 2050-01-15      | Fixed         | 6.39%                 | 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        |     261502 | PA      | $259064.25    | 0.13%             | 2035-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                      | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR         | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     300000 | PA      | $318375.00    | 0.16%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PEN BOUGHT USD 20251219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-30832.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-42191.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT SGD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $147.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-38.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD SGD BOUGHT USD 20250805                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-888.43      | -0.00%            |  |  |  | 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      | $4549.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1717.76      | 0.00%             |  |  |  | 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      | $-19281.25    | -0.01%            |  |  |  | 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      | $93449.18     | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | 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      | $730637.08    | 0.38%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA UNSECURED REGS 04/41 2.75                       | CUSIP: ACI1X0DF9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $73552.42     | 0.04%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                    | CODELCO INC SR UNSECURED REGS 07/42 4.25                | CUSIP: P3143NAQ7<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $158577.57    | 0.08%             | 2042-07-17      | Fixed         | 4.25%                 | 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      | $266242.73    | 0.14%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $21.84        | 0.00%             |  |  |  | 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        |        517 | PA      | $478.86       | 0.00%             | 2036-02-25      | Floating      | 5.06%                 | 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      |
| EGYPTIAN GOVT                                                         | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/26 4.75     | CUSIP: ACI120PP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     300000 | PA      | $356141.60    | 0.18%             | 2026-04-16      | Fixed         | 4.75%                 | 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      | $-2905.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                        | REPUBLIC OF INDONESIA SR UNSECURED REGS 01/44 6.75      | CUSIP: Y20721BK4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     300000 | PA      | $335923.53    | 0.17%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CDX EM42 ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $28210.10     | 0.01%             |  |  |  | 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      | $192394.00    | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5191.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                          | HUNGARY SR UNSECURED 144A 09/30 5.375                   | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     300000 | PA      | $303111.63    | 0.16%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $4526.95      | 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      | $48578.13     | 0.03%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                           | REPUBLIC OF TURKIYE REPUBLIC OF TURKIYE                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    1000000 | PA      | $1026013.80   | 0.53%             | 2034-05-15      | Fixed         | 7.62%                 | 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        |      79532 | PA      | $80714.47     | 0.04%             | 2034-07-05      | Fixed         | 5.88%                 | 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      | $208346.80    | 0.11%             | 2031-09-22      | Fixed         | 2.12%                 | 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        |     476945 | PA      | $455676.09    | 0.24%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PLN SOLD USD 20250710                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $471.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                        | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR       | CUSIP: ACI2SS751<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     238050 | PA      | $194301.17    | 0.10%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2573.68      | 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      | $333461.31    | 0.17%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CAD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1880.58      | 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    | 0.11%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                            | STATE OF QATAR SR UNSECURED REGS 03/49 4.817            | CUSIP: ACI19CPD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     800000 | PA      | $719308.56    | 0.37%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CHILEAN GOVT LA SP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4315.07      | 0.00%             |  |  |  | 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      | $73486.45     | 0.04%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                           | MEXICAN UDIBONOS BONDS 11/28 4                          | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6800678 | PA      | $355326.30    | 0.18%             | 2028-11-30      | Fixed         | 4.00%                 | 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        |     858067 | PA      | $856978.17    | 0.44%             | 2062-08-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250728                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $301.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT AZN SOLD USD 20261029                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1446.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                          | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6        | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      30882 | PA      | $3797.56      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | 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      | $289007.43    | 0.15%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1954.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                        | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/33 VAR       | CUSIP: ACI2SS6G8<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     307975 | PA      | $249346.93    | 0.13%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                            | REPUBLIC OF KENYA SR UNSECURED 144A 02/28 7.25          | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     400000 | PA      | $393436.03    | 0.20%             | 2028-02-28      | Fixed         | 7.25%                 | 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      | $198853.47    | 0.10%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                        | EPH FIN INTERNATIONAL AS EPH FIN INTERNATIONAL AS       | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     300000 | PA      | $383761.47    | 0.20%             | 2028-11-13      | Fixed         | 6.65%                 | 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      | $33601.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT AUD SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $3155.02      | 0.00%             |  |  |  | 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      | $304950.00    | 0.16%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | INDONESIA AS SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2066.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PHP BOUGHT USD 20250717                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $65.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | POLAND GOVT EM SP JPM                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1522.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | REPUBLIC OF NIGERIA SR UNSECURED 144A 12/34 10.375      | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     300000 | PA      | $316283.26    | 0.16%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20250728                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $2861.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                     | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 11/36 7.1    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     300000 | PA      | $297941.30    | 0.15%             | 2036-11-19      | Fixed         | 7.10%                 | 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      | $100669.49    | 0.05%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7305.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KRW SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $957.92       | 0.00%             |  |  |  | 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      | $498408.25    | 0.26%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | INDONESIA AS SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $33068.06     | 0.02%             |  |  |  | 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      | $155281.89    | 0.08%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CHF SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $1027.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-8247.20     | -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      | $231458.91    | 0.12%             | 2030-01-15      | Variable      | 3.10%                 | 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      | $505110.00    | 0.26%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250814                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $186.35       | 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      | $-7950.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-8045.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750R1Y3 PIMCO CDSOPT PUT USD 0.7 20251015             | CUSIP: OP0048Q91<br>LEI: N/A                  | N/A              | DCR              |  | US        |   26500000 | NC      | $25301.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD UGX BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-595.97      | -0.00%            |  |  |  | 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        |     230000 | PA      | $200100.00    | 0.10%             | 2030-07-31      | Variable      | 6.90%                 | 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        |     185443 | PA      | $192456.83    | 0.10%             | 2030-05-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                     | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/34 5      | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     600000 | PA      | $601710.26    | 0.31%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/3.25000 03/19/25-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $19301.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                            | UZBEK INDUSTRIAL AND CON UZBEK INDUSTRIAL AND CON       | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 2980000000 | PA      | $238454.55    | 0.12%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | OMAN GOVT EM BP BPS                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1144.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                  | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     950000 | PA      | $949151.80    | 0.49%             | 2054-08-15      | Fixed         | 5.50%                 | 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      | $193157.83    | 0.10%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PLN BOUGHT USD 20250718                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250825                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $212.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                             | REPUBLIC OF PERU REPUBLIC OF PERU                       | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     370000 | PA      | $357745.60    | 0.19%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | CHILEAN GOVT LA SP MYC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8042.18      | 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      | $395481.16    | 0.20%             | 2049-01-25      | Fixed         | 6.25%                 | 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      | $126400.00    | 0.07%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | EURO-BTP FUTURE   SEP25 XEUR 20250908                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          2 | NC      | $798.98       | 0.00%             |  |  |  | No            |                  1 | 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      | $195924.38    | 0.10%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                 | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4            | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $196753.78    | 0.10%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                          | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR         | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     540000 | PA      | $394470.00    | 0.20%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UGANDA GOVT                                                           | UGANDA GOVERNMENT BOND BONDS 02/33 14.375               | CUSIP: ACI189QF4<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  342000000 | PA      | $85910.02     | 0.04%             | 2033-02-03      | Fixed         | 14.38%                | 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      | $405304.31    | 0.21%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                    | SAAVI ENERGIA SARL SR UNSECURED 144A 02/35 8.875        | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     300000 | PA      | $313425.00    | 0.16%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD JPY BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-27.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                    | CODELCO INC SR UNSECURED 144A 02/33 5.125               | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $292417.05    | 0.15%             | 2033-02-02      | Fixed         | 5.12%                 | 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      | $777252.00    | 0.40%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6250.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL BILLS 12/25 0.00000                    | CUSIP: ACI2SNXW4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  249061000 | PA      | $145672.93    | 0.08%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                          | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947    | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     297354 | PA      | $316841.49    | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7715.05     | -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      | $192597.30    | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250729                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-290.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EUR SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $249447.11    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                        | ABU DHABI GOVT INT L ABU DHABI GOVT INT L               | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     400000 | PA      | $399165.01    | 0.21%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | IRS EUR 2.25000 09/17/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1400.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20300509                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4680.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT BRL SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $116278.59    | 0.06%             |  |  |  | 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        |      84784 | PA      | $76864.74     | 0.04%             | 2036-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                          | UKRAINE GOVERNMENT INTERNATION 02/34 1                  | CUSIP: ACI2QXXG9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     400000 | PA      | $208000.00    | 0.11%             | 2034-02-01      | Variable      | 1.75%                 | 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        |     500000 | PA      | $435718.75    | 0.23%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20251031                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $2167.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                         | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/30 8.625    | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     400000 | PA      | $404849.92    | 0.21%             | 2030-02-04      | Fixed         | 8.62%                 | 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      | $502086.97    | 0.26%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75        | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $139045.95    | 0.07%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4864.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                          | HUNGARY SR UNSECURED 144A 09/35 6                       | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $201273.08    | 0.10%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                 | STANDARD CHARTERED BANK SR UNSECURED 144A 11/25 0.0000  | CUSIP: ACI2S0FQ7<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   55500000 | PA      | $173802.59    | 0.09%             | 2025-11-03      | None          | 0.00%                 | No            |                  3 | 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      | $1182339.62   | 0.61%             | 2028-12-15      | Floating      | 5.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-82844.35    | -0.04%            |  |  |  | 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      | $483472.17    | 0.25%             | 2033-03-03      | Fixed         | 1.65%                 | 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      | $273639.13    | 0.14%             | 2055-01-21      | Fixed         | 3.75%                 | 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      | $1157336.51   | 0.60%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $76.95        | 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: B1Z7R6II3<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $218328.10    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT JPY SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2.37        | -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      | $342775.56    | 0.18%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT GBP SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3912.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KWD BOUGHT USD 20300513                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4672.88      | 0.00%             |  |  |  | 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      | $8704.11      | 0.00%             |  |  |  | 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      | $-11.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KWD SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-29.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD MXN BOUGHT USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-178732.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT CNH SOLD USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $44.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT EGP SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $5765.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7822.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                       | ANTOFAGASTA PLC ANTOFAGASTA PLC                         | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $314754.00    | 0.16%             | 2034-05-02      | Fixed         | 6.25%                 | 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      | $193836.04    | 0.10%             | 2063-01-19      | Fixed         | 4.50%                 | 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      | $986018.90    | 0.51%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | NIGERIA OMO BILL OMO110626                              | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   55670000 | PA      | $29466.59     | 0.02%             | 2026-06-11      | None          | 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        |       9892 | PA      | $96320.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LIMITED                              | BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000      | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     443958 | PA      | $353390.81    | 0.18%             | 2034-06-05      | None          | 0.00%                 | 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      |
| 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        |       9719 | PA      | $8758.29      | 0.00%             | 2037-02-25      | Floating      | 4.26%                 | 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        |     400000 | PA      | $384056.96    | 0.20%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                            | STATE OF QATAR SR UNSECURED REGS 04/48 5.103            | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     200000 | PA      | $188835.90    | 0.10%             | 2048-04-23      | Fixed         | 5.10%                 | 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      | $674434.25    | 0.35%             | 2027-09-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                      | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 11/54 9.65    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     500000 | PA      | $516250.00    | 0.27%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250724                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-638.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                 | IVORY COAST SR UNSECURED REGS 10/31 5.875               | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $223191.02    | 0.12%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $169.42       | 0.00%             |  |  |  | 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      | $408235.60    | 0.21%             | 2035-02-12      | Fixed         | 5.38%                 | 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      | $-283.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250711                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $3711.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                          | HUNGARY HUNGARY                                         | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     600000 | PA      | $579536.58    | 0.30%             | 2036-03-26      | Fixed         | 5.50%                 | 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      | $29601.92     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | 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      | $207325.00    | 0.11%             | 2033-06-16      | Fixed         | 7.75%                 | 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      | $24000.00     | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                            | REPUBLIC OF KENYA 02/31 11                              | CUSIP: ACI2MWJ22<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $203332.41    | 0.11%             | 2031-02-16      | Fixed         | 9.75%                 | 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      | $284625.00    | 0.15%             | 2048-02-15      | Fixed         | 6.50%                 | 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      | $202863.92    | 0.11%             | 2028-08-11      | Floating      | 5.21%                 | 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      | $1992564.00   | 1.03%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD KRW BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2580.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250915                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-18804.73    | -0.01%            |  |  |  | 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      | $305874.84    | 0.16%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-20023.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $235.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                          | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75     | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      93324 | PA      | $11665.50     | 0.01%             | 2028-09-30      | Fixed         | 6.75%                 | 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      | $1173620.13   | 0.61%             | 2026-03-06      | Floating      | 5.40%                 | No            |                  3 | 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      | $2729.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | NIGERIA EM SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-27891.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                  | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $464882.94    | 0.24%             | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-28666.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                         | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875   | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     400000 | PA      | $378597.43    | 0.20%             | 2027-12-05      | Fixed         | 6.88%                 | 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      | $473086.39    | 0.25%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $126.21       | 0.00%             |  |  |  | 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        |     922857 | PA      | $870075.10    | 0.45%             | 2027-02-19      | Fixed         | 6.93%                 | 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      | $199620.00    | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT IDR SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $49.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO STANDARD CHARTERE VAR 1                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1363701 | PA      | $-1385757.40  | -0.72%            |  |  |  | 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      | $301710.00    | 0.16%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | 31750PIZ6 PIMCO FXVAN PUT USD TRY 39.75000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -413000 | NC      | $-270.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | INDONESIA AS SP DUB                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3100.13      | 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      | $294885.59    | 0.15%             | 2047-09-20      | Fixed         | 7.50%                 | 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      | $15114.64     | 0.01%             |  |  |  | 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      | $487480.00    | 0.25%             | 2071-09-21      | Fixed         | 3.25%                 | 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      | $309541.97    | 0.16%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7867.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-8335.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                     | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375  | CUSIP: B1VX67II1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     150000 | PA      | $18910.86     | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2429.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                 | IVORY COAST SR UNSECURED REGS 10/40 6.875               | CUSIP: ACI1G4C53<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $200835.87    | 0.10%             | 2040-10-17      | Fixed         | 6.88%                 | 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      | $-13825.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                           | STATE OF ISRAEL STATE OF ISRAEL                         | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     300000 | PA      | $278257.07    | 0.14%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | 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      | $369414.75    | 0.19%             | 2032-07-07      | Fixed         | 5.95%                 | 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      | $117336.23    | 0.06%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | OMAN GOVT EM BP BOA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1144.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                           | REPUBLIC OF ANGOLA SR UNSECURED REGS 11/25 9.5          | CUSIP: BZ97T1II6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     300000 | PA      | $301443.31    | 0.16%             | 2025-11-12      | Fixed         | 9.50%                 | 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      | $466334.88    | 0.24%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1314.57      | 0.00%             |  |  |  | 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      | $225798.30    | 0.12%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                           | REPUBLIC OF PANAMA SR UNSECURED 03/57 7.875             | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     200000 | PA      | $204000.94    | 0.11%             | 2057-03-01      | Fixed         | 7.88%                 | 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      | $201479.17    | 0.10%             | 2031-01-21      | Fixed         | 8.75%                 | 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      | $1212347.50   | 0.63%             | 2061-05-24      | Fixed         | 3.77%                 | 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        |       4745 | PA      | $4280.26      | 0.00%             | 2047-05-25      | Floating      | 4.25%                 | 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      | $118514.54    | 0.06%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | PEMEX LCDS SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8231.76      | 0.00%             |  |  |  | No            |                  3 | 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      | $380252.56    | 0.20%             | 2032-02-16      | Fixed         | 7.88%                 | 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      | $9129.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-127.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TRY BOUGHT USD 20250729                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-718.93      | -0.00%            |  |  |  | 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      | $205627.54    | 0.11%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                           | STATE OF ISRAEL STATE OF ISRAEL                         | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $102122.37    | 0.05%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | COTE DIVOIRE EM SP CBK                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-554.95      | -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      | $-5427.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/LONDON BRANCH                                 | STANDARD CHARTERED BANK STANDARD CHARTERED BANK         | CUSIP: ACI2SHL67<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   63300000 | PA      | $196629.20    | 0.10%             | 2025-12-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                   | BRAZIL LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $993.23       | 0.00%             |  |  |  | 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      | $521920.56    | 0.27%             | 2035-01-13      | Fixed         | 5.62%                 | 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      | $190015.11    | 0.10%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TRY SOLD USD 20250725                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $707.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                        | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     946443 | PA      | $751925.02    | 0.39%             | 2030-07-09      | Variable      | 0.75%                 | 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        |        191 | PA      | $193.12       | 0.00%             | 2035-08-25      | Floating      | 6.37%                 | 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      | $173860.14    | 0.09%             | 2052-02-15      | Fixed         | 6.26%                 | 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      | $629903.06    | 0.33%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                          | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875       | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $190126.28    | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                          | ROMANIA UNSECURED 144A 12/40 2.625                      | CUSIP: ACI1T3QG2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $220300.33    | 0.11%             | 2040-12-02      | Fixed         | 2.62%                 | 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      | $124000.00    | 0.06%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                  | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350000 | PA      | $315058.21    | 0.16%             | 2054-08-15      | Fixed         | 3.50%                 | 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      | $-72622.93    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | ISRAEL GOVT EM SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1023.85      | 0.00%             |  |  |  | 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      | $380619.76    | 0.20%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7.73        | -0.00%            |  |  |  | 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      | $198422.72    | 0.10%             | 2028-03-13      | Floating      | 4.04%                 | 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      | $299689.02    | 0.16%             | 2030-01-23      | Fixed         | 7.88%                 | 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      | $8537.48      | 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        |     112460 | PA      | $43216.03     | 0.02%             | 2036-05-25      | Floating      | 4.78%                 | 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      | $419379.12    | 0.22%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                          | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25     | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      44054 | PA      | $5411.59      | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                            | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7    | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    1700000 | PA      | $501211.43    | 0.26%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  3 | 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      | $285840.00    | 0.15%             | 2054-11-07      | Fixed         | 8.38%                 | 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      | $25206.74     | 0.01%             | 2037-04-12      | Fixed         | 5.50%                 | 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      | $272.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                            | STATE OF QATAR SR UNSECURED 144A 04/50 4.4              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     200000 | PA      | $169355.24    | 0.09%             | 2050-04-16      | Fixed         | 4.40%                 | 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      | $223758.00    | 0.12%             | 2041-05-07      | Fixed         | 3.10%                 | 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      | $358007.47    | 0.19%             | 2037-01-15      | Fixed         | 4.12%                 | 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      | $410421.88    | 0.21%             | 2030-11-30      | Fixed         | 4.38%                 | 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      | $277791.00    | 0.14%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5420.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | PERU LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $10230.37     | 0.01%             |  |  |  | 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      | $563979.84    | 0.29%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                           | FED REPUBLIC OF BRAZIL SR UNSECURED 01/50 4.75          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     513000 | PA      | $362920.36    | 0.19%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | IRS EUR 2.25000 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $52814.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD PEN BOUGHT USD 20250929                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-3770.75     | -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      | $-2172.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT PEN SOLD USD 20250917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $4.33         | 0.00%             |  |  |  | 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      | $30462.00     | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | 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      | $207136.44    | 0.11%             | 2028-01-15      | Fixed         | 7.75%                 | 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        |     139000 | PA      | $118440.29    | 0.06%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT KZT SOLD USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-1397.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                           | TURKIYE GOVERNMENT BOND BONDS 06/27 VAR                 | CUSIP: ACI2P60F7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   19400000 | PA      | $484418.38    | 0.25%             | 2027-06-16      | Floating      | 50.44%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2283.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-249198.71   | -0.13%            |  |  |  | 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      | $585620.97    | 0.30%             | 2056-04-01      | Fixed         | 4.50%                 | 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      | $228458.82    | 0.12%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                    | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     449000 | PA      | $443141.10    | 0.23%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT | INDO ASAHAN/MINERAL IND SR UNSECURED 144A 05/30 5.45    | CUSIP: 74445PAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |     800000 | PA      | $814760.80    | 0.42%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD DOP BOUGHT USD 20250828                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $212.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT PERTAMINA PERSERO                                                  | PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/26 1.4      | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     500000 | PA      | $490503.57    | 0.25%             | 2026-02-09      | Fixed         | 1.40%                 | 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      | $492925.42    | 0.26%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                           | NOTA DO TESOURO NACIONAL NOTES 08/50 6                  | CUSIP: B4VFQNII7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4522237 | PA      | $761052.58    | 0.39%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                        | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     404007 | PA      | $337750.10    | 0.17%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | RFR USD SOFR/3.62000 09/02/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-112231.39   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                        | KOREA NATIONAL OIL CORP SR UNSECURED 144A 04/29 4.875   | CUSIP: 50065LAH3<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $407413.64    | 0.21%             | 2029-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CNH BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-399.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD EUR BOUGHT USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-528457.77   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO PARIBAS                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -558847 | PA      | $-558853.17   | -0.29%            |  |  |  | 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      | $312054.00    | 0.16%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-103343.61   | -0.05%            |  |  |  | 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        |     352022 | PA      | $341016.49    | 0.18%             | 2028-09-15      | Fixed         | 4.20%                 | 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      | $532442.86    | 0.28%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                  | KALLPA GENERACION SA SR UNSECURED 144A 01/32 5.875      | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $205100.00    | 0.11%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                          | REPUBLIC OF CHILE SR UNSECURED 01/37 5.65               | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $206520.00    | 0.11%             | 2037-01-13      | Fixed         | 5.65%                 | 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      | $202224.00    | 0.10%             | 2038-05-31      | Fixed         | 6.38%                 | 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      | $363.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT TWD SOLD USD 20250716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $9606.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                   | BANCO DAVIVIENDA SA BANCO DAVIVIENDA SA                 | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $402320.00    | 0.21%             | 2035-07-02      | Floating      | 8.12%                 | 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      | $-3058.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                               | VALE SA SUBORDINATED 12/49 VAR                          | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   10380000 | PA      | $661514.60    | 0.34%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | BOUGHT ILS SOLD USD 20250702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $315.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD INR BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-0.61        | -0.00%            |  |  |  | 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      | $275906.45    | 0.14%             | 2029-09-26      | Fixed         | 3.95%                 | 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      | $-33821.77    | -0.02%            |  |  |  | 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      | $146466.38    | 0.08%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                               | DOM REP CB NOTES NOTES 144A 01/26 13                    | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |    3100000 | PA      | $51906.35     | 0.03%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD NZD BOUGHT USD 20250804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-358.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SAUDI ARABIA GOVT EM BP MYC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1496.79      | 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        |      52864 | PA      | $43740.36     | 0.02%             | 2037-11-25      | Floating      | 3.50%                 | 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      | $23366.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | SAUDI ARABIA GOVT EM SP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $60057.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                              | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/30 8.125  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $297450.00    | 0.15%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                              | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/55 5.848      | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $405977.97    | 0.21%             | 2055-04-03      | Fixed         | 5.85%                 | 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      | $617976.47    | 0.32%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD TWD BOUGHT USD 20250820                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2772.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | IRS CLP 5.51070 11/13/23-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $-25749.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                        | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR            | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     303426 | PA      | $198857.55    | 0.10%             | 2046-07-09      | Variable      | 4.12%                 | 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      | $46163.77     | 0.02%             |  |  |  | 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      | $9101.37      | 0.00%             | 2034-01-13      | Fixed         | 9.38%                 | 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      | $-140.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                        | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $303704.55    | 0.16%             | 2036-02-23      | Fixed         | 5.85%                 | 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      | $112980.15    | 0.06%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                           | QATAR ENERGY SR UNSECURED REGS 07/41 3.125              | CUSIP: ACI1YZ0M0<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     200000 | PA      | $147894.00    | 0.08%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/28 8.45     | CUSIP: ACI14B798<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     500000 | PA      | $526557.50    | 0.27%             | 2028-08-10      | Fixed         | 8.45%                 | 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      | $198343.36    | 0.10%             | 2030-04-29      | Fixed         | 6.88%                 | 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        |        423 | PA      | $414.59       | 0.00%             | 2035-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                   | SOLD CZK BOUGHT USD 20250822                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-821.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                   | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -900000 | PA      | $-900113.75   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer