# EDGAR Filing Document

**Accession Number:** 0001392116
**File Stem:** 0000940400-26-008684
**Filing Date:** 2026-2
**Character Count:** 99335
**Document Hash:** bef8ce02f38d9ad3bd7688a68a70e8f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008684.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya Separate Portfolios Trust
- **CENTRAL INDEX KEY:** 0001392116

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22025
- **FILM NUMBER:** 26687486

**BUSINESS ADDRESS:**
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 EAST DOUBLETREE RANCH ROAD
- **STREET 2:** STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258-2034

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING Separate Portfolios Trust
- **DATE OF NAME CHANGE:** 20070306

## Series and Classes Contracts Data

### Voya VACS Series EMHCD Fund (Series ID: S000079625)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000240815 | Voya VACS Series EMHCD Fund | VVIQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Separate Portfolios Trust

- **b. Investment Company Act file number:** 811-22025

- **c. CIK number of Registrant:** 0001392116

- **d. LEI of Registrant:** 549300ZK3E04XAD4QG44

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** Voya VACS Series EMHCD Fund

- **b. EDGAR series identifier (if any):** S000079625

- **c. LEI of Series:** 549300F0L4T7FY2BWJ84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $117306367.39

**Total Liabilities:** $3560553.83

**Net Assets:** $113745813.56

**Cash Not Reported:** $24624.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11.60842000 | **1-Year:** 1563.40227000 | **5-Year:** 14416.24145000 | **10-Year:** 23213.98440000 | **30-Year:** 3152.10546000

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

- **3-Month:** 0.00000000 | **1-Year:** 2052.56422000 | **5-Year:** 10552.52260000 | **10-Year:** 13263.81208000 | **30-Year:** 721.26217000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000240815 | 2.01%                | 0.43%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $204036.02               | $1681919.62                                |
| Month 2  | $823554.10               | $-1030611.05                               |
| Month 3  | $19423.92                | $161552.33                                 |

**Designated Index Information**

- **Index Name:** JPM EMBI Global Diversified Composite Index

- **Index Identifier:** JPEIDIVR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US LONG BOND(CBT)                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         3 | NC      | $-2772.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                       | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    350000 | PA      | $356861.75    | 0.31%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                    | Corp Financiera de Desarrollo SA                          | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    400000 | PA      | $387860.00    | 0.34%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                     | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $185532.00    | 0.16%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                     | Philippine Government International Bond                  | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $528562.50    | 0.46%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond    | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    350000 | PA      | $354550.00    | 0.31%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                      | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    410000 | PA      | $455510.00    | 0.40%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                       | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    375000 | PA      | $382760.63    | 0.34%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    682267 | PA      | $603124.03    | 0.53%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $444500.00    | 0.39%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                          | Republic of Poland Government International Bond          | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    590000 | PA      | $613600.00    | 0.54%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    528000 | PA      | $550719.84    | 0.48%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    600000 | PA      | $602400.00    | 0.53%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                       | Finance Department Government of Sharjah                  | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    250000 | PA      | $265635.00    | 0.23%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 0126                       | AMERICAN ELECTRI 0126                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998614.90    | 0.88%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    684000 | PA      | $677485.76    | 0.60%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                     | Pakistan Government International Bond                    | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $200017.67    | 0.18%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                       | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $437282.50    | 0.38%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1050000 | PA      | $941981.25    | 0.83%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    492800 | PA      | $451897.60    | 0.40%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                         | Honduras Government International Bond                    | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    250000 | PA      | $248875.00    | 0.22%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                        | Petronas Capital Ltd                                      | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1050000 | PA      | $946228.50    | 0.83%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                     | Pakistan Government International Bond                    | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $197176.00    | 0.17%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                           | MDGH GMTN RSC Ltd                                         | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    725000 | PA      | $715259.63    | 0.63%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    300000 | PA      | $297600.00    | 0.26%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $522500.00    | 0.46%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                     | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     82223 | PA      | $82880.45     | 0.07%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $458202.50    | 0.40%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                         | Inversiones CMPC SA                                       | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    275000 | PA      | $276700.88    | 0.24%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    246220 | PA      | $211749.20    | 0.19%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $641850.00    | 0.56%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond    | CUSIP: 836205AZ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $551682.51    | 0.49%             | 2048-06-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    775000 | PA      | $823825.00    | 0.72%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                         | Honduras Government International Bond                    | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $202100.00    | 0.18%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ 0 CP 01/08/2026                    | MONDELEZ 0 CP 01/08/2026                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999152.20    | 0.88%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                   | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    200000 | PA      | $65550.00     | 0.06%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   2000000 | PA      | $465000.00    | 0.41%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                          | Zambia Government International Bond                      | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    189337 | PA      | $134845.81    | 0.12%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                            | Peruvian Government International Bond                    | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    250000 | PA      | $245000.00    | 0.22%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    202000 | PA      | $191900.00    | 0.17%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                       | Petroleos del Peru SA                                     | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    250000 | PA      | $186943.75    | 0.16%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                      | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    575000 | PA      | $432400.00    | 0.38%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                      | CITADEL SECURITIES LLC                                    | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY C 01/06/26                      | DUKE ENERGY C 01/06/26                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399751.72    | 0.35%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1700000 | PA      | $1087830.00   | 0.96%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                    | Petroleos de Venezuela SA                                 | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1000000 | PA      | $250000.00    | 0.22%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                          | Turkiye Ihracat Kredi Bankasi AS                          | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $210626.00    | 0.19%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    418033 | PA      | $256045.21    | 0.23%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    250000 | PA      | $236758.75    | 0.21%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    500000 | PA      | $502517.50    | 0.44%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $205500.00    | 0.18%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNA 0126                       | MONDELEZ INTERNA 0126                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999789.40    | 0.88%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                     | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    550000 | PA      | $539714.97    | 0.47%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                 | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    435000 | PA      | $440220.00    | 0.39%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                          | Scotiabank Peru SAA                                       | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    375000 | PA      | $389625.00    | 0.34%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| COSTA RICA GOVERNMENT                       | Costa Rica Government International Bond                  | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    575000 | PA      | $607487.50    | 0.53%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $313155.00    | 0.28%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    275000 | PA      | $87587.50     | 0.08%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                      | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    950000 | PA      | $913900.00    | 0.80%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                           | Trinidad & Tobago Government International Bond           | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    400000 | PA      | $404375.00    | 0.36%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond    | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    450000 | PA      | $446850.00    | 0.39%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    569548 | PA      | $341728.80    | 0.30%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    386000 | PA      | $397966.00    | 0.35%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                      | Engie Energia Chile SA                                    | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    375000 | PA      | $400599.38    | 0.35%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    369817 | PA      | $366858.46    | 0.32%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GLOBAL SUKUK                       | Pakistan Global Sukuk Programme Co Ltd/The                | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $204998.50    | 0.18%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    575000 | PA      | $185725.00    | 0.16%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                     | Hutama Karya Persero PT                                   | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $483125.00    | 0.42%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    185274 | PA      | $177747.24    | 0.16%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | CUSIP: 71568PAH2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $515772.70    | 0.45%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                        | Bidvest Group UK PLC/The                                  | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $509011.45    | 0.45%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                        | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $420799.98    | 0.37%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    535466 | PA      | $315924.94    | 0.28%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                          | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $719964.00    | 0.63%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                       | Costa Rica Government International Bond                  | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    450000 | PA      | $506475.00    | 0.45%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                          | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    476600 | PA      | $474552.11    | 0.42%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.          | DAIWA CAPITAL MARKETS AMERICA INC                         | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                       | Jamaica Government International Bond                     | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    400000 | PA      | $484000.00    | 0.43%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $89230.00     | 0.08%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    500000 | PA      | $501050.00    | 0.44%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                      | Oman Government International Bond                        | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    350000 | PA      | $375651.50    | 0.33%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                       | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    675000 | PA      | $675371.25    | 0.59%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LTD                        | Avilease Capital Ltd                                      | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    580000 | PA      | $577291.40    | 0.51%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    355000 | PA      | $379140.00    | 0.33%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                    | Petroleos de Venezuela SA                                 | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1750000 | PA      | $453250.00    | 0.40%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                    | Bank Gospodarstwa Krajowego                               | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    675000 | PA      | $696657.38    | 0.61%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                          | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    725000 | PA      | $759060.50    | 0.67%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    500000 | PA      | $506962.50    | 0.45%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                         | Hunt Oil Co of Peru LLC Sucursal Del Peru                 | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |    650000 | PA      | $715650.00    | 0.63%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                | Kaspi.KZ JSC                                              | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    450000 | PA      | $460656.00    | 0.40%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                 | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $325443.00    | 0.29%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    110474 | PA      | $65732.03     | 0.06%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                          | Bahrain Government International Bond                     | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   1450000 | PA      | $1549687.50   | 1.36%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1856220 | PA      | $1384740.12   | 1.22%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                              | Eskom Holdings                                            | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    800000 | PA      | $830576.68    | 0.73%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| EMPRESA DE TRANSPORTE ME                    | Empresa de Transporte de Pasajeros Metro SA               | CUSIP: 29246QAF2<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $288508.00    | 0.25%             | 2061-09-13      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    600000 | PA      | $620100.00    | 0.55%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                         | Turkiye Government International Bond                     | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    550000 | PA      | $497029.50    | 0.44%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                 | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $323256.00    | 0.28%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    550000 | PA      | $549179.59    | 0.48%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    371514 | PA      | $338542.13    | 0.30%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                     | OQ SAOC                                                   | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |   1100000 | PA      | $1111368.50   | 0.98%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $248992.50    | 0.22%             | 2048-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    860000 | PA      | $859681.80    | 0.76%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $811316.00    | 0.71%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                    | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    225000 | PA      | $242325.00    | 0.21%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $312909.00    | 0.28%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                       | GC Treasury Center Co Ltd                                 | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    400000 | PA      | $408258.34    | 0.36%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                      | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    477000 | PA      | $499299.75    | 0.44%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $592900.00    | 0.52%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    412832 | PA      | $197127.28    | 0.17%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US ULTRA BOND CBT                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        16 | NC      | $-29529.78    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    550000 | PA      | $516188.75    | 0.45%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFI 01/08/2026                   | PARKER-HANNIFI 01/08/2026                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999150.60    | 0.88%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond          | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    827022 | PA      | $706689.97    | 0.62%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    425000 | PA      | $139187.50    | 0.12%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    250000 | PA      | $229147.50    | 0.20%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                     | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    550000 | PA      | $559212.50    | 0.49%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                      | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1179000 | PA      | $1124766.00   | 0.99%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                           | Lebanon Government International Bond                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   2000000 | PA      | $465000.00    | 0.41%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                          | Zambia Government International Bond                      | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    179056 | PA      | $176729.04    | 0.16%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                   | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $340400.00    | 0.30%             | 2047-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond          | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    451019 | PA      | $351343.80    | 0.31%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                   | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $202500.00    | 0.18%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    475000 | PA      | $474291.47    | 0.42%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                       | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $227532.00    | 0.20%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                    | CUSIP: 699149AM2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    550000 | PA      | $585648.25    | 0.51%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                 | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    250000 | PA      | $218647.19    | 0.19%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                        | TC Ziraat Bankasi AS                                      | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    600000 | PA      | $623250.00    | 0.55%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    525000 | PA      | $548911.99    | 0.48%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    185679 | PA      | $168967.89    | 0.15%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    348869 | PA      | $198855.33    | 0.17%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    300000 | PA      | $297750.00    | 0.26%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                   | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    900000 | PA      | $895275.00    | 0.79%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    175000 | PA      | $51625.00     | 0.05%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                         | Benin Government International Bond                       | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $211253.00    | 0.19%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                       | Chile Electricity Lux Mpc II Sarl                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    708691 | PA      | $731578.31    | 0.64%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                     | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    500000 | PA      | $586162.50    | 0.52%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                     | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    350000 | PA      | $308370.13    | 0.27%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond          | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    550000 | PA      | $381700.00    | 0.34%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                       | Petroleos del Peru SA                                     | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $511920.00    | 0.45%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $425250.00    | 0.37%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                     | IRB Infrastructure Developers Ltd                         | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $207250.00    | 0.18%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                      | Banco Nacional de Comercio Exterior SNC/Cayman Islands    | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    825000 | PA      | $854865.00    | 0.75%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                 | BlackRock Liquidity FedFund                               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   4247000 | NS      | $4247000.00   | 3.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                    | Empresa Nacional del Petroleo                             | CUSIP: 29245JAK8<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $253599.00    | 0.22%             | 2047-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                       | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    850000 | PA      | $902364.25    | 0.79%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                | CANTOR FITZGERALD SECURITIES                              | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |    709000 | PA      | $709000.00    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                 | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $628056.00    | 0.55%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                       | Sri Lanka Government International Bond                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    267540 | PA      | $203971.77    | 0.18%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $253500.00    | 0.22%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    290724 | PA      | $164985.87    | 0.15%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                           | Jordan Government International Bond                      | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   1000000 | PA      | $1009225.00   | 0.89%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                    | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     43000 | PA      | $43214.79     | 0.04%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                       | Guatemala Government Bond                                 | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    250000 | PA      | $267000.00    | 0.23%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                    | Eagle Funding Luxco Sarl                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    975000 | PA      | $992550.00    | 0.87%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                          | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1350000 | PA      | $1439775.00   | 1.27%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.             | NATWEST MARKETS SECURITIES INC                            | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |    173610 | PA      | $173610.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                         | Senegal Government International Bond                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    500000 | PA      | $292655.00    | 0.26%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $161567.25    | 0.14%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $257600.00    | 0.23%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                         | Turkiye Government International Bond                     | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $853360.00    | 0.75%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                       | Argentine Republic Government International Bond          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    179289 | PA      | $160284.19    | 0.14%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -17 | NC      | $6542.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PT PERTAMINA (PERSERO)                      | Pertamina Persero PT                                      | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    550000 | PA      | $539305.25    | 0.47%             | 2043-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                        | Raizen Fuels Finance SA                                   | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $211062.50    | 0.19%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP 0126                           | ENTERGY CORP 0126                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999472.40    | 0.88%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                 | CFE Fibra E                                               | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    570210 | PA      | $569055.01    | 0.50%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                       | Mexico Government International Bond                      | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    740000 | PA      | $699670.00    | 0.62%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                        | Paraguay Government International Bond                    | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    650000 | PA      | $630500.00    | 0.55%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                        | Raizen Fuels Finance SA                                   | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $203750.00    | 0.18%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                         | Turkiye Government International Bond                     | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $303000.00    | 0.27%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $193100.00    | 0.17%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                    | Bank Gospodarstwa Krajowego                               | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    925000 | PA      | $973294.25    | 0.86%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        48 | NC      | $1413.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $423125.00    | 0.37%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                        | Colombia Government International Bond                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    464000 | PA      | $499960.00    | 0.44%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                   | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $506500.00    | 0.45%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                           | MDGH GMTN RSC Ltd                                         | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $423338.00    | 0.37%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $220312.00    | 0.19%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                       | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    275000 | PA      | $226242.50    | 0.20%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                    | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    300000 | PA      | $324285.00    | 0.29%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                          | CUSIP: 21987BAX6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $245407.50    | 0.22%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                      | Egypt Government International Bond                       | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    375000 | PA      | $417050.63    | 0.37%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                          | Serbia International Bond                                 | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    275000 | PA      | $295724.22    | 0.26%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5YR NOTE (CBT)                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -51 | NC      | $8269.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $528125.00    | 0.46%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| BANK GOSPODARSTWA KRAJOW                    | Bank Gospodarstwa Krajowego                               | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    350000 | PA      | $370851.25    | 0.33%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                       | Jamaica Government International Bond                     | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    400000 | PA      | $484200.00    | 0.43%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $565950.00    | 0.50%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                     | Philippine Government International Bond                  | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $552868.25    | 0.49%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                      | Export-Import Bank of India                               | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    300000 | PA      | $270534.00    | 0.24%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                             | Cemex SAB de CV                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $469755.00    | 0.41%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                          | Dominican Republic International Bond                     | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $455562.50    | 0.40%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                        | TC Ziraat Bankasi AS                                      | CUSIP: 90015JAC6<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    300000 | PA      | $304279.50    | 0.27%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                         | Ecuador Government International Bond                     | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    442550 | PA      | $346122.56    | 0.30%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR NOTE (CBT)                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        42 | NC      | $-15742.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                          | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $436494.13    | 0.38%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                         | Petroleos Mexicanos                                       | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $407050.00    | 0.36%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                          | Bahrain Government International Bond                     | CUSIP: 05675M2L7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    600000 | PA      | $650376.00    | 0.57%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                     | Pakistan Government International Bond                    | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $202000.00    | 0.18%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                      | Brazilian Government International Bond                   | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    945000 | PA      | $989415.00    | 0.87%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    116755 | PA      | $103690.40    | 0.09%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                        | Grupo Energia Bogota SA ESP                               | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    450000 | PA      | $447255.00    | 0.39%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                          | Ukraine Government International Bond                     | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    299400 | PA      | $225298.50    | 0.20%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                      | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    550000 | PA      | $410987.50    | 0.36%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                    | Banco de Credito del Peru S.A.                            | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    790000 | PA      | $826569.10    | 0.73%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                           | Ghana Government International Bond                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    318700 | PA      | $313913.13    | 0.28%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                     | Hungary Government International Bond                     | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    450000 | PA      | $457425.00    | 0.40%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                    | Yapi ve Kredi Bankasi AS                                  | CUSIP: 984848AW1<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    275000 | PA      | $277275.63    | 0.24%             | 2036-06-11      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                 | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    375000 | PA      | $408498.75    | 0.36%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                          | Morocco Government International Bond                     | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $366157.50    | 0.32%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                     | Romanian Government International Bond                    | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1076000 | PA      | $980558.80    | 0.86%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                          | Angolan Government International Bond                     | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    300000 | PA      | $293116.13    | 0.26%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                 | Ivory Coast Government International Bond                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    159559 | PA      | $160960.29    | 0.14%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    175000 | PA      | $182673.75    | 0.16%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                   | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1050000 | PA      | $1349250.00   | 1.19%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                         | Turkiye Government International Bond                     | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    595000 | PA      | $607479.89    | 0.53%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                       | Indonesia Government International Bond                   | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    320000 | PA      | $319609.60    | 0.28%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                      | Pertamina Persero PT                                      | CUSIP: 69370PAF8<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $283829.51    | 0.25%             | 2030-01-21      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                    | Republic of South Africa Government International Bond    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    450000 | PA      | $485100.00    | 0.43%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                    | OCP SA                                                    | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    650000 | PA      | $697021.00    | 0.61%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                         | Nigeria Government International Bond                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $283719.00    | 0.25%             | 2047-11-28      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                     | Banco del Estado de Chile                                 | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    416000 | PA      | $441155.52    | 0.39%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                    | Empresa Nacional del Petroleo                             | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $942363.00    | 0.83%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                    | Saudi Government International Bond                       | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    825000 | PA      | $877800.00    | 0.77%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                         | Turkiye Government International Bond                     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $441100.00    | 0.39%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                          | Republic of Poland Government International Bond          | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    720000 | PA      | $688798.80    | 0.61%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                    | Uruguay Government International Bond                     | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     51825 | PA      | $52630.66     | 0.05%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN PWR CO 0126                        | SOUTHERN PWR CO 0126                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999132.00    | 0.88%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                           | Republic of Kenya Government International Bond           | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    225000 | PA      | $233380.13    | 0.21%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                       | DP World Crescent Ltd                                     | CUSIP: 000000000<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |    550000 | PA      | $538488.50    | 0.47%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                         | Turkiye Government International Bond                     | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    800000 | PA      | $860944.00    | 0.76%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                      | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    550000 | PA      | $592487.50    | 0.52%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                    | Magyar Export-Import Bank Zrt                             | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    300000 | PA      | $308956.50    | 0.27%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                    | Greensaif Pipelines Bidco Sarl                            | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $328921.50    | 0.29%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                       | Venezuela Government International Bond                   | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    550000 | PA      | $180400.00    | 0.16%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                 | Corp Nacional del Cobre de Chile                          | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    906000 | PA      | $977628.36    | 0.86%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                          | Panama Government International Bond                      | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $232125.00    | 0.20%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                    | Comision Federal de Electricidad                          | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $508625.00    | 0.45%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Voya Separate Portfolios Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration