# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001047304-23-000153
**Filing Date:** 2023-3
**Character Count:** 266841
**Document Hash:** 6b67649b5e17a95036051bf9f8f8a2b0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001047304-23-000153.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001047304-23-000153

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001047304
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08399
- **FILM NUMBER:** 23688689

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $213346850.27

**Total Liabilities:** $15700734.86

**Net Assets:** $197646115.41

**Cash Not Reported:** $28167732.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7919.206000 | **1-Year:** 3672.717500 | **5-Year:** 15769.450100 | **10-Year:** 44437.887700 | **30-Year:** 6733.220200

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

- **3-Month:** 730.937000 | **1-Year:** 5178.671900 | **5-Year:** 17309.422600 | **10-Year:** 12977.360100 | **30-Year:** 439.308300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030995 | -0.43%               | 8.10%                | 0.44%                |
| Class ID C000030987 | -0.45%               | 8.08%                | 0.42%                |
| Class ID C000148732 | -0.46%               | 8.06%                | 0.40%                |
| Class ID C000026494 | -0.44%               | 8.09%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1638540.92             | $1058170.91                                |
| Month 2  | $-849359.04              | $14755224.92                               |
| Month 3  | $-616588.54              | $549876.47                                 |

**Designated Index Information**

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

- **Index Identifier:** JPEGCOMP

### Schedule of Portfolio Investments

| Name                                                                 | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                  | IRS CLP 5.82000 12/28/22-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $257.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS CLP 6.70000 12/28/22-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $577.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS CLP 6.70000 12/30/22-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $106.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS CLP 6.75670 01/03/23-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-1386.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS CNY 2.75000 03/15/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |         1 | NC      | $11671.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS MXN 5.47000 04/24/20-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $51857.02     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS MXN 5.52000 04/30/20-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $50694.47     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS MXN 5.53000 04/30/20-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $10385.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS MXN 5.61500 04/29/20-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $197002.32    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS MXN 6.10000 03/04/20-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-165380.58   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS MXN 6.10000 03/06/20-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-87787.95    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS USD 1.50000 06/21/17-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-602153.98   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS USD 1.50000 12/15/21-7Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-52553.95    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS USD 1.75000 12/15/21-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-32052.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | IRS ZAR 5.95000 11/30/21-3Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $56828.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH                           | BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/25 4.5    | CUSIP: 05971AAE1<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $193042.00    | 0.10%             | 2025-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                         | BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65   | CUSIP: 05971U2B2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1800000 | PA      | $442799.76    | 0.22%             | 2024-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | RFR USD SOFR/1.00000 09/21/22-2Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $361390.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO DE CHILE                                            | BANCO DEL ESTADO  CHILE SR UNSECURED 144A 01/25 2.704   | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $189121.55    | 0.10%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | RFR USD SOFR/1.75000 06/15/22-2Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-272898.82   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                     | BANCO GENERAL SA JR SUBORDINA 144A 12/99 VAR            | CUSIP: 059597AF1<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $331520.00    | 0.17%             | 2031-05-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                    | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR    | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $331928.25    | 0.17%             | 2032-01-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                    | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A VAR          | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $183430.27    | 0.09%             | 2029-06-27      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                             | BANCO NACIONAL DE PANAMA SR UNSECURED 144A 08/30 2.5    | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $160655.00    | 0.08%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE SA                                             | BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7       | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $190065.41    | 0.10%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | VOLS USDJPY .12025 06/20/2023 GLM                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | ZCS BRL 11.415 11/03/22-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-19244.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | ZCS BRL 11.97 02/14/22-01/02/24 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $55600.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                   | BANCO SANTANDER SA SR UNSECURED 08/25 5.147             | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $791944.58    | 0.40%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | ZCS BRL 13.015 11/11/22-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-4771.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | ZCS BRL 5.8625 03/02/21-01/02/23 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-329515.74   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | TURKEY EM BP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $37610.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | TURKEY EM BP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $28207.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | TURKEY EM BP DUB                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $56415.65     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | TURKEY EM BP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $75220.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                    | BANK HAPOALIM SUBORDINATED 144A REGS 01/32 V            | CUSIP: ACI2155Q6<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    500000 | PA      | $432370.00    | 0.22%             | 2032-01-21      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | TURKEY EM SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4722.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD GBP BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $12762.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-0.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20231130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-989.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD TRY BOUGHT USD 20230118                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-29902.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230327                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-8551.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230912                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1659.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | US 10YR NOTE (CBT)MAR23 XCBT 20230322                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       326 | NC      | $-261197.94   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | US 5YR NOTE (CBT) MAR23 XCBT 20230331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -161 | NC      | $14334.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | US ULTRA BOND CBT MAR23 XCBT 20230322                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        13 | NC      | $184.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                     | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1         | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       624 | PA      | $557.68       | 0.00%             | 2036-02-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                         | BARCLAYS PLC SR UNSECURED 08/26 5.304                   | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $496758.87    | 0.25%             | 2026-08-09      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                         | BARCLAYS PLC SR UNSECURED REGS 02/27 3.25               | CUSIP: ACI0P3738<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108520.49    | 0.05%             | 2027-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2012-RR3                                              | BCAP LLC TRUST BCAP 2012 RR3 2A8 144A                   | CUSIP: 05539BAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581863 | PA      | $517353.12    | 0.26%             | 2037-05-26      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                                 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1         | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5973 | PA      | $5299.28      | 0.00%             | 2047-05-25      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                | CONSTELLATION OIL B SHS EQUITY EQTYMR935                | CUSIP: 944PZA905<br>LEI: 5493005YJTU769NW5I10 | Long             | EC               | CORP              | US        |    393387 | NS      | $42641.58     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                  | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1       | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       583 | PA      | $527.36       | 0.00%             | 2035-01-25      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| BELARUS GOVT                                                         | REPUBLIC OF BELARUS SR UNSECURED 144A 02/31 6.378       | CUSIP: 07737JAD5<br>LEI: 635400CVCOWYLHF4ZB08 | Long             | DBT              | NUSS              | BY        |    200000 | PA      | $68250.00     | 0.03%             | 2031-02-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CERTIFICATE LTD                                 | BIOCEANICO SOVEREIGN SR SECURED 144A 06/34 0.00000      | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    547971 | PA      | $378921.95    | 0.19%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)                           | DESARROLLADORA HOMEX SAB DE COMMON STOCK                | CUSIP: B01RQ2907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     17978 | NS      | $24.91        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOI FINANCE BV                                                       | BOI FINANCE BV 02/27 7.5                                | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |    600000 | PA      | $518697.01    | 0.26%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                          | FED REPUBLIC OF BRAZIL SR UNSECURED 01/41 5.625         | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     50000 | PA      | $42471.20     | 0.02%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                          | FED REPUBLIC OF BRAZIL SR UNSECURED 01/45 5             | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    318000 | PA      | $236640.43    | 0.12%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                          | FED REPUBLIC OF BRAZIL SR UNSECURED 01/50 4.75          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1213000 | PA      | $853728.58    | 0.43%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                          | LETRA TESOURO NACIONAL BILLS 04/23 0.00000              | CUSIP: ACI23DR83<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  38300000 | PA      | $7026853.83   | 3.56%             | 2023-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                          | NOTA DO TESOURO NACIONAL NOTES 08/50 6                  | CUSIP: B4VFQNII7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5191577 | PA      | $977670.81    | 0.49%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS                           | STATE OF MINAS GERAIS GOVT GUARANT REGS 02/28 5.333     | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |   2580000 | PA      | $2521808.10   | 1.28%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                                        | REPUBLIC OF CAMEROON SR UNSECURED 144A 07/32 5.95       | CUSIP: ACI1YYY53<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    400000 | PA      | $319335.00    | 0.16%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                              | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS             | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    190432 | PA      | $221370.33    | 0.11%             | 2059-01-17      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                         | REPUBLIC OF CHILE SR UNSECURED 01/27 2.75               | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1700000 | PA      | $1566405.13   | 0.79%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                         | REPUBLIC OF CHILE SR UNSECURED 01/34 3.5                | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $427211.49    | 0.22%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                         | REPUBLIC OF CHILE SR UNSECURED 03/42 4.34               | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $678912.53    | 0.34%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                         | REPUBLIC OF CHILE SR UNSECURED 05/41 3.1                | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $577469.83    | 0.29%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                         | REPUBLIC OF CHILE SR UNSECURED 09/71 3.25               | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $495491.63    | 0.25%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTURA SA                                         | CIA DE MINAS BUENAVENTUR COMPANY GUAR 144A 07/26 5.5    | CUSIP: 204448AA2<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $171769.41    | 0.09%             | 2026-07-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA        | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12974 | PA      | $11162.11     | 0.01%             | 2037-09-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 1A1          | CUSIP: 17307GTA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1592 | PA      | $1452.93      | 0.00%             | 2035-08-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5                          | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2006 A5 1A5         | CUSIP: 18974BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80344 | PA      | $67656.01     | 0.03%             | 2036-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 01/26 4.5             | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1200000 | PA      | $1131778.88   | 0.57%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 01/41 6.125           | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $319510.49    | 0.16%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 02/24 4               | CUSIP: 195325BQ7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $981250.00    | 0.50%             | 2024-02-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 02/61 3.875           | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $167723.68    | 0.08%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 03/29 4.5             | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $260264.96    | 0.13%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 05/24 8.125           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $309522.00    | 0.16%             | 2024-05-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 05/49 5.2             | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $342417.93    | 0.17%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 05/51 4.125           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $120367.79    | 0.06%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                       | REPUBLIC OF COLOMBIA SR UNSECURED 06/45 5               | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1300000 | PA      | $889272.66    | 0.45%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD (CFE)                               | COMISION FEDERAL DE ELEC COMPANY GUAR 144A 02/52 6.264  | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $158490.88    | 0.08%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SERVICES HOLDING SA                                | CONSTELLATION OIL SA SR SECURED 12/26 3                 | CUSIP: 21038MAM5<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    351678 | PA      | $208149.42    | 0.11%             | 2026-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                   | CODELCO INC SR UNSECURED 144A 01/50 3.7                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $224459.96    | 0.11%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                   | CODELCO INC SR UNSECURED REGS 07/42 4.25                | CUSIP: P3143NAQ7<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $165769.87    | 0.08%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                   | CODELCO INC SR UNSECURED REGS 11/44 4.875               | CUSIP: P3143NAU8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $547860.62    | 0.28%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORSAIR INTERNATIONAL LIMITED                                        | CORSAIR INTERNATIONAL SECURED 144A 01/29 VAR            | CUSIP: ACI236434<br>LEI: 213800F3PS68ENYG4O41 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $317923.50    | 0.16%             | 2029-01-28      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CORSAIR INTERNATIONAL LIMITED                                        | CORSAIR INTERNATIONAL UNSECURED 144A 01/27 VAR          | CUSIP: ACI236343<br>LEI: 213800F3PS68ENYG4O41 | Long             | DBT              | CORP              | JE        |    700000 | PA      | $743694.78    | 0.38%             | 2027-01-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                      | COSTA RICA GOVERNMENT SR UNSECURED REGS 01/23 4.25      | CUSIP: P3699PGB7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $399037.42    | 0.20%             | 2023-01-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                      | COSTA RICA GOVERNMENT SR UNSECURED REGS 04/43 5.625     | CUSIP: P3699PGF8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $329138.65    | 0.17%             | 2043-04-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                              | COUNTRY GARDEN HLDGS SR SECURED REGS 01/24 8            | CUSIP: G24524AV5<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $232546.02    | 0.12%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 12CB A10      | CUSIP: 12668BXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120848 | PA      | $53449.46     | 0.03%             | 2036-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-7                                 | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 7 MV5           | CUSIP: 1266732L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $365918.04    | 0.19%             | 2035-11-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-14                                | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 14 2A3          | CUSIP: 23243LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449381 | PA      | $430937.89    | 0.22%             | 2037-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                             | HIPOTECARIA SU CASITA SA COMMON STOCK                   | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      5259 | NS      | $2.70         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1                               | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF2       | CUSIP: 1248MGAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590695 | PA      | $189104.93    | 0.10%             | 2037-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK BRANCH                                     | CREDIT SUISSE NEW YORK SR UNSECURED 08/24 4.75          | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $286631.86    | 0.15%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                               | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR      | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $174713.47    | 0.09%             | 2027-06-23      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                               | CREDIT SUISSE GROUP AG SR UNSECURED 144A 07/26 VAR      | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $234934.66    | 0.12%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                | CROWN CASTLE                                            | CUSIP: 22823QN49<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299798.00    | 0.15%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                | CROWN CASTLE                                            | CUSIP: 22823QNA5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299552.48    | 0.15%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                   | CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75        | CUSIP: G2583XAB7<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $765137.52    | 0.39%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                      | DAE FUNDING LLC COMPANY GUAR 144A 02/24 1.625           | CUSIP: 23371DAH7<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189947.00    | 0.10%             | 2024-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                      | DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625           | CUSIP: 23371DAF1<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187380.00    | 0.09%             | 2025-03-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                      | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375           | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177818.00    | 0.09%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                 | DAE SUKUK DIFC LTD SR UNSECURED 144A 02/26 3.75         | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    600000 | PA      | $570672.60    | 0.29%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELEK DRILLIN (LEVIATHAN BOND LTD)                                   | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/25 6.1       | CUSIP: ACI1PZBL0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    400000 | PA      | $392250.00    | 0.20%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                     | DEUTSCHE BANK NY SR UNSECURED 02/23 3.95                | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $398643.99    | 0.20%             | 2023-02-27      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC                                   | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 05/25 5.75   | CUSIP: 48129VAA4<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |    700000 | PA      | $700770.00    | 0.35%             | 2025-05-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF SOUTHERN AFRICA LIMITED                          | DEVELOPMENT BANK OF SOUTHERN 10/24 8.6                  | CUSIP: ACI216ZV0<br>LEI: 2549007IAZ4HOFUNIH94 | Long             | DBT              | MUN               | ZA        |  24300000 | PA      | $1408213.09   | 0.71%             | 2024-10-21      | Fixed         | 8.60%                 | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOM REP CB NOTES UNSECURED 144A 10/25 12                | CUSIP: 25714RDA9<br>LEI: N/A                  | Long             | DBT              | MUN               | DO        |   8300000 | PA      | $141887.25    | 0.07%             | 2025-10-03      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3          | CUSIP: 25714PEG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $310149.42    | 0.16%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875        | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    800000 | PA      | $589736.07    | 0.30%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 02/29 5.5          | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $461930.51    | 0.23%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 6            | CUSIP: 25714PEN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $452901.01    | 0.23%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5          | CUSIP: 25714PDW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $248256.54    | 0.13%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6            | CUSIP: 25714PDZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   1600000 | PA      | $1547869.47   | 0.78%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                              | DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875        | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    700000 | PA      | $583667.74    | 0.30%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                     | DP WORLD PLC SR UNSECURED 144A 07/37 6.85               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $213156.00    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                     | DP WORLD PLC SR UNSECURED REGS 07/37 6.85               | CUSIP: B1Z7R6II3<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $213156.00    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC (AKA: DP WORLD LTD)                                     | DP WORLD PLC SR UNSECURED REGS 07/37 6.85               | CUSIP: M2851HAA2<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $213156.00    | 0.11%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                         | ECOPETROL SA SR UNSECURED 04/30 6.875                   | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $181823.51    | 0.09%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                         | ECOPETROL SA SR UNSECURED 05/45 5.875                   | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $279373.39    | 0.14%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                         | ECOPETROL SA SR UNSECURED 09/23 5.875                   | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $298721.01    | 0.15%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                         | ECOPETROL SA SR UNSECURED 09/43 7.375                   | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $170695.97    | 0.09%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                         | ECOPETROL SA SR UNSECURED 11/31 4.625                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    500000 | PA      | $382942.43    | 0.19%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 0.0000      | CUSIP: ACI1Q6MV9<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    173240 | PA      | $67989.34     | 0.03%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/30 VAR         | CUSIP: ACI1Q6J27<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    561500 | PA      | $360454.93    | 0.18%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/35 VAR         | CUSIP: ACI1Q6JH4<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1733550 | PA      | $802044.24    | 0.41%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED 144A 07/40 VAR         | CUSIP: ACI1Q6LS7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    294500 | PA      | $120781.81    | 0.06%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000      | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    100000 | PA      | $39245.75     | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 VAR         | CUSIP: ACI1Q6J43<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    250000 | PA      | $160487.50    | 0.08%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR         | CUSIP: ACI1Q6JR2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1050000 | PA      | $485793.00    | 0.25%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                         | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/40 VAR         | CUSIP: ACI1Q6M72<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    350000 | PA      | $143543.75    | 0.07%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ECUADOR SOCIAL BOND SARL                                             | ECUADOR SOCIAL BOND SARL GOVT GUARANT REGS 01/35 0.0000 | CUSIP: ACI1J5KS8<br>LEI: 5493006P8FVL2JCVBP02 | Long             | DBT              | NUSS              | LU        |    118147 | PA      | $97766.79     | 0.05%             | 2035-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/32 7.0529   | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $293744.00    | 0.15%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 01/47 8.5      | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $267858.40    | 0.14%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/48 7.903    | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $127102.00    | 0.06%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 05/32 7.625    | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1200000 | PA      | $892167.60    | 0.45%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 01/47 8.5      | CUSIP: M1487WBS3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $401787.60    | 0.20%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 02/48 7.903    | CUSIP: ACI10VJZ7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $127102.00    | 0.06%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 03/49 8.7002   | CUSIP: M1487WCX1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $134091.40    | 0.07%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375    | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $298757.64    | 0.15%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/32 7.625    | CUSIP: ACI1MLSB8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1200000 | PA      | $892167.60    | 0.45%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 05/50 8.875    | CUSIP: ACI1MLRZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $543696.80    | 0.28%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                        | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 09/33 7.3      | CUSIP: ACI20Q0S2<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $356240.00    | 0.18%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                     | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 01/50 7.1246  | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    600000 | PA      | $237531.56    | 0.12%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                     | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 01/50 7.1246  | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $59382.89     | 0.03%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA                                              | EMBOTELLADORA ANDINA SA SR UNSECURED 144A 01/50 3.95    | CUSIP: 29081PAF2<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $148640.67    | 0.08%             | 2050-01-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                              | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068  | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $125862.16    | 0.06%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARRILES DEL ESTADO                              | EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83   | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $138182.52    | 0.07%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) | EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/30 3.65   | CUSIP: 29246QAD7<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $182055.22    | 0.09%             | 2030-05-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA) | EMPRESA DE TRANSPORTE ME SR UNSECURED 144A 05/50 4.7    | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $251984.24    | 0.13%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENAP (EMPRESA NACIONAL DE PETROLEO)                                  | EMPRESA NACIONAL DEL PET SR UNSECURED 144A 09/31 3.45   | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $253330.93    | 0.13%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                               | ESKOM HOLDINGS SOC LTD GOVT GUARANT 144A 08/28 6.35     | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    500000 | PA      | $464125.00    | 0.23%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                               | ESKOM HOLDINGS SOC LTD SR UNSECURED 144A 02/25 7.125    | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    500000 | PA      | $456549.50    | 0.23%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                               | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125    | CUSIP: S25221AL6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    500000 | PA      | $456549.50    | 0.23%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ETHIOPIA  GOVT                                                       | FEDERAL REP OF ETHIOPIA SR UNSECURED REGS 12/24 6.625   | CUSIP: V6745WAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    200000 | PA      | $125660.00    | 0.06%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)                         | TURK IHRACAT KR BK SR UNSECURED 144A 01/24 8.25         | CUSIP: 90015LAF4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $406198.00    | 0.21%             | 2024-01-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                          | EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/30 3.25     | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $434510.87    | 0.22%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                          | EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/26 3.375    | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $468842.50    | 0.24%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                | FED HM LN PC POOL 1B7037 FH 03/36 FLOATING VAR          | CUSIP: 3128QPF56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       843 | PA      | $827.87       | 0.00%             | 2036-03-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                             | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39             | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $161793.53    | 0.08%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                        | FLEX LTD SR UNSECURED 06/29 4.875                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $94309.51     | 0.05%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                          | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    169758 | PA      | $1649369.33   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                 | FNMA POOL BK5346 FN 07/48 FIXED 4                       | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28341 | PA      | $27028.68     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                           | FORTUNE STAR BVI LTD COMPANY GUAR REGS 07/24 6.85       | CUSIP: ACI1NB4T6<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $173000.00    | 0.09%             | 2024-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT COMPANY                                        | GACI FIRST INVESTMENT COMPANY GUAR REGS 10/22 5.375     | CUSIP: ACI294Q05<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187884.40    | 0.10%             | 2122-10-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                            | GC TREASURY CENTRE CO COMPANY GUAR 144A 03/31 2.98      | CUSIP: 36830BAB1<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $161805.13    | 0.08%             | 2031-03-18      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                            | GC TREASURY CENTRE CO COMPANY GUAR 144A 03/51 4.3       | CUSIP: 36830BAC9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $139838.88    | 0.07%             | 2051-03-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375         | CUSIP: 37443GAG6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $77506.00     | 0.04%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75          | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $141696.00    | 0.07%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED 144A 04/25 0.0000        | CUSIP: 37443GAK7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $66650.00     | 0.03%             | 2025-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED 144A 04/29 7.75          | CUSIP: 37443GAL5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $75280.00     | 0.04%             | 2029-04-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED 144A 04/34 8.625         | CUSIP: 37443GAM3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    400000 | PA      | $146240.00    | 0.07%             | 2034-04-07      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED REGS 02/35 7.875         | CUSIP: ACI1JX5D7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $72502.00     | 0.04%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED REGS 03/32 8.125         | CUSIP: ACI19RTR4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    900000 | PA      | $330201.00    | 0.17%             | 2032-03-26      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED REGS 03/61 8.75          | CUSIP: ACI1JX5F2<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $70848.00     | 0.04%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED REGS 04/34 8.625         | CUSIP: ACI1WTR62<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    300000 | PA      | $109680.00    | 0.06%             | 2034-04-07      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                           | REPUBLIC OF GHANA SR UNSECURED REGS 05/29 7.625         | CUSIP: ACI12PMS0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    600000 | PA      | $226560.00    | 0.11%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                                      | GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634           | CUSIP: P4909LAA8<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    658880 | PA      | $637362.52    | 0.32%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOBIERNO DE LA PROVINCIA DE LA RIOJA                                 | PROVINCIA DE LA RIOJA SR UNSECURED 144A 02/28 VAR       | CUSIP: 504216AA0<br>LEI: 549300UYM8ADK1GCIC92 | Long             | DBT              | NUSS              | AR        |    212459 | PA      | $101980.32    | 0.05%             | 2028-02-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GREENKO SOLAR (MAURITIUS) LIMITED                                    | GREENKO SOLAR MAURITIUS SR SECURED 144A 07/26 5.95      | CUSIP: 39530VAB4<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    500000 | PA      | $458125.00    | 0.23%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD                       | GROWTHPOINT PROPERTIES L COMPANY GUAR 144A 05/23 5.872  | CUSIP: 40009VAA6<br>LEI: 378900C761245FC57265 | Long             | DBT              | CORP              | ZA        |    500000 | PA      | $498165.00    | 0.25%             | 2023-05-02      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                     | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1952 | PA      | $1876.78      | 0.00%             | 2036-01-25      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM)                      | URBI DESARROLLOS URBANOS SAB COMMON STOCK               | CUSIP: B0126X906<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |        95 | NS      | $29.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUATEMALA GOVT                                                       | REPUBLIC OF GUATEMALA SR UNSECURED 144A 06/27 4.375     | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $285011.00    | 0.14%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                       | REPUBLIC OF GUATEMALA SR UNSECURED 144A 10/41 4.65      | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $161588.37    | 0.08%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                       | REPUBLIC OF GUATEMALA SR UNSECURED REGS 02/28 4.875     | CUSIP: P5015VAE6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    410000 | PA      | $396324.18    | 0.20%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUATEMALA GOVT                                                       | REPUBLIC OF GUATEMALA SR UNSECURED REGS 06/50 6.125     | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $283428.81    | 0.14%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HONG KONG AIRPORT AUTHORITY                                          | AIRPORT AUTHORITY HK SR UNSECURED 144A 02/51 2.625      | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $129185.00    | 0.07%             | 2051-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                    | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184597.32    | 0.09%             | 2028-03-13      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                    | HSBC HOLDINGS PLC SR UNSECURED 08/28 VAR                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193274.77    | 0.10%             | 2028-08-11      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                          | HUARONG FINANCE 2019 COMPANY GUAR REGS 02/30 3.375      | CUSIP: ACI1K6N02<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $305289.54    | 0.15%             | 2030-02-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                          | HUARONG FINANCE 2019 COMPANY GUAR REGS 05/29 4.5        | CUSIP: ACI1C6PX7<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    650000 | PA      | $540090.79    | 0.27%             | 2029-05-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE 2019 CO LTD                                          | HUARONG FINANCE 2019 COMPANY GUAR REGS 11/29 3.875      | CUSIP: ACI1GS152<br>LEI: 549300M6T6OW4AGYHK10 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $158244.76    | 0.08%             | 2029-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUARONG FINANCE II CO LTD                                            | HUARONG FINANCE II COMPANY GUAR REGS 11/25 5            | CUSIP: G463PCAF6<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $184869.62    | 0.09%             | 2025-11-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | HUNGARY SR UNSECURED 03/41 7.625                        | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $109691.60    | 0.06%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | HUNGARY SR UNSECURED 144A 06/29 5.25                    | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $959112.00    | 0.49%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | HUNGARY SR UNSECURED 144A 09/31 2.125                   | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $186269.75    | 0.09%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | HUNGARY SR UNSECURED REGS 04/32 1.625                   | CUSIP: ACI1M0750<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    100000 | PA      | $77001.75     | 0.04%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | HUNGARY SR UNSECURED REGS 06/34 5.5                     | CUSIP: ACI268SS6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $188088.00    | 0.10%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | HUNGARY SR UNSECURED REGS 09/51 3.125                   | CUSIP: ACI20GZB3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $121451.40    | 0.06%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000            | CUSIP: ACI2BMD22<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | MUN               | HU        | 402000000 | PA      | $1077755.21   | 0.55%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                         | NATIONAL BK HUNGARY BILL BILLS 01/23 0.00000            | CUSIP: ACI2BTZ49<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | MUN               | HU        | 387000000 | PA      | $1037540.47   | 0.52%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)                    | INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/30 3.249    | CUSIP: 45434L2A1<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $173196.15    | 0.09%             | 2030-02-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)                    | INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/50 3.95     | CUSIP: 45434L2B9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $143711.73    | 0.07%             | 2050-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                              | INDONESIA ASAHAN ALUMINI SR UNSECURED 144A 05/30 5.45   | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    800000 | PA      | $763420.00    | 0.39%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | PERUSAHAAN PENERBIT SBSN SR UNSECURED 144A 06/32 4.7    | CUSIP: 71567PAV2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $591487.12    | 0.30%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED 144A 01/45 5.125     | CUSIP: 455780BU9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194513.43    | 0.10%             | 2045-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED 144A 01/47 5.25      | CUSIP: 455780BY1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195568.61    | 0.10%             | 2047-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED 144A 06/23 2.625     | CUSIP: ACI0MZGW6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $106879.06    | 0.05%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED REGS 01/38 7.75      | CUSIP: Y20721AL3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $120500.00    | 0.06%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED REGS 01/42 5.25      | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1300000 | PA      | $1281328.85   | 0.65%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED REGS 01/44 6.75      | CUSIP: Y20721BK4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $337195.66    | 0.17%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED REGS 04/23 3.375     | CUSIP: Y20721BD0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    362000 | PA      | $362130.32    | 0.18%             | 2023-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                       | REPUBLIC OF INDONESIA SR UNSECURED REGS 06/23 2.625     | CUSIP: ACI0MZL00<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $106879.06    | 0.05%             | 2023-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                         | INDUSTRIAS PENOLES SAB D SR UNSECURED 144A 08/50 4.75   | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $331132.79    | 0.17%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2007-AR7                               | INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR7 1A1        | CUSIP: 45670NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72189 | PA      | $58850.40     | 0.03%             | 2037-11-25      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-16IP                              | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1        | CUSIP: 45660LUD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85414 | PA      | $70816.41     | 0.04%             | 2045-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR41                              | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR41 A3        | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153023 | PA      | $144598.40    | 0.07%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                    | INRETAIL CONSUMER SR SECURED 144A 03/28 3.25            | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    500000 | PA      | $430639.54    | 0.22%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA IV FINANCE LIMITED                                     | INTEROCEANICA IV FINANCE SR SECURED REGS 11/25 0.00000  | CUSIP: P52715AB8<br>LEI: 5493001ZIZ6W7IU0RP65 | Long             | DBT              | CORP              | KY        |    127818 | PA      | $104957.60    | 0.05%             | 2025-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                      | INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000   | CUSIP: 46062JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    631928 | PA      | $488644.41    | 0.25%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEROCEANICA V FINANCE LIMITED                                      | INTEROCEANICA FINANCE V UNSECURED 144A 05/30 7.86       | CUSIP: 46062JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    254057 | PA      | $253586.61    | 0.13%             | 2030-05-15      | Fixed         | 7.86%                 | No            |                  3 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                      | ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75   | CUSIP: ACI23Q596<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    300000 | PA      | $263658.00    | 0.13%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                          | ISRAEL FIXED BOND BONDS 11/23 1.5                       | CUSIP: ACI164743<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   4200000 | PA      | $1174122.60   | 0.59%             | 2023-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                          | ISRAEL MAKAM BILL BILLS 05/23 0.00000                   | CUSIP: ACI25PW54<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | MUN               | IL        |   5500000 | PA      | $1546377.21   | 0.78%             | 2023-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                          | ISRAEL MAKAM BILL BILLS 07/23 0.00000                   | CUSIP: BQPCBMII0<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | MUN               | IL        |  13500000 | PA      | $3769416.22   | 1.91%             | 2023-07-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                          | ISRAEL MAKAM BILL BILLS 08/23 0.00000                   | CUSIP: ACI27D682<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | MUN               | IL        |  11500000 | PA      | $3202457.07   | 1.62%             | 2023-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                | IVORY COAST SR UNSECURED 144A 03/48 6.625               | CUSIP: ACI11JRN1<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $151554.49    | 0.08%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                | IVORY COAST SR UNSECURED REGS 03/30 5.25                | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    500000 | PA      | $453762.18    | 0.23%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                | IVORY COAST SR UNSECURED REGS 10/31 5.875               | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $180076.57    | 0.09%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                | IVORY COAST SR UNSECURED REGS 12/32 VAR                 | CUSIP: V25125BD2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    815028 | PA      | $772895.59    | 0.39%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                          | KINGDOM OF JORDAN SR UNSECURED 144A 01/28 7.75          | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $202954.00    | 0.10%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                          | KINGDOM OF JORDAN SR UNSECURED REGS 01/27 5.75          | CUSIP: ACI0QJTS3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $193306.00    | 0.10%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                          | KINGDOM OF JORDAN SR UNSECURED REGS 01/27 5.75          | CUSIP: M5269UAH7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $386612.00    | 0.20%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JORDAN GOVT                                                          | KINGDOM OF JORDAN SR UNSECURED REGS 10/47 7.375         | CUSIP: M5269UAJ3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    500000 | PA      | $431602.00    | 0.22%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS LIMITED                                      | 1MDB GLOBAL INVESTMENTS SR UNSECURED REGS 03/23 4.4     | CUSIP: Y6426NAA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |   1000000 | PA      | $979077.43    | 0.50%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                             | KAISA GROUP HOLDINGS LTD SR SECURED REGS 06/24 9.375    | CUSIP: BYW5T4II1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $42144.02     | 0.02%             | 2024-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                             | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/23 11.95    | CUSIP: BK5281II7<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $28152.31     | 0.01%             | 2023-11-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN GOVT                                                      | REPUBLIC OF KAZAKHSTAN SR UNSECURED 144A 10/44 4.875    | CUSIP: 486661AF8<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $179472.00    | 0.09%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                     | KAZMUNAYGAS NATIONAL CO SR UNSECURED 144A 04/25 4.75    | CUSIP: 48667QAR6<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1700000 | PA      | $1651213.88   | 0.84%             | 2025-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                     | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/27 4.75    | CUSIP: ACI0TLZ82<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $370200.00    | 0.19%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                     | KAZMUNAYGAS NATIONAL CO SR UNSECURED REGS 04/47 5.75    | CUSIP: Y4596HAD9<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    400000 | PA      | $311880.00    | 0.16%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                           | REPUBLIC OF KENYA SR UNSECURED 144A 01/34 6.3           | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $154998.00    | 0.08%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                           | REPUBLIC OF KENYA SR UNSECURED 144A 02/28 7.25          | CUSIP: 491798AG9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $351884.00    | 0.18%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                           | REPUBLIC OF KENYA SR UNSECURED REGS 02/28 7.25          | CUSIP: ACI111694<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $175942.00    | 0.09%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LEBANON GOVT                                                         | LEBANESE REPUBLIC SR UNSECURED 05/34 8.25               | CUSIP: ACI133870<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    600000 | PA      | $37203.00     | 0.02%             | 2034-05-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-14N                                             | LEHMAN XS TRUST LXS 2006 14N 1A1A                       | CUSIP: 52522CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115493 | PA      | $96340.18     | 0.05%             | 2046-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-15N                                             | LEHMAN XS TRUST LXS 2007 15N 2A1                        | CUSIP: 52524VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171063 | PA      | $153065.87    | 0.08%             | 2037-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LIMITED                                                 | LENOVO GROUP LTD SR UNSECURED 144A 11/30 3.421          | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $158918.13    | 0.08%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                       | ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875      | CUSIP: ACI1LP9H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $170165.00    | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LG CHEM LTD                                                          | LG CHEM LTD SR UNSECURED 144A 07/26 1.375               | CUSIP: 501955AC2<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | KR        |    900000 | PA      | $785446.07    | 0.40%             | 2026-07-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                       | ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125      | CUSIP: ACI1FS336<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $891126.00    | 0.45%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FINANCE LIMITED                                    | LIMA METRO LINE 2 FIN LT SR SECURED 144A 07/34 5.875    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     94621 | PA      | $92069.31     | 0.05%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                             | LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR         | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195883.89    | 0.10%             | 2026-08-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                             | LLOYDS BANKING GROUP PLC SR UNSECURED 08/33 VAR         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $368417.15    | 0.19%             | 2033-08-11      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                                   | MEDCO BELL PTE LTD SR SECURED 144A 01/27 6.375          | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $271677.67    | 0.14%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                         | METINVEST BV COMPANY GUAR 144A 04/23 7.75               | CUSIP: 591555AD9<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $162125.00    | 0.08%             | 2023-04-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                         | METINVEST BV COMPANY GUAR REGS 04/26 8.5                | CUSIP: BF4JDJII7<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $213670.00    | 0.11%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                                     | ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $153225.45    | 0.08%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                          | UNITED MEXICAN STATES SR UNSECURED 04/51 5              | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $733583.84    | 0.37%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                          | UNITED MEXICAN STATES SR UNSECURED 04/71 3.75           | CUSIP: ACI1TX124<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $312530.88    | 0.16%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                          | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771          | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2044000 | PA      | $1298511.63   | 0.66%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                          | UNITED MEXICAN STATES SR UNSECURED 12/99 5.75           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1200000 | PA      | $1014125.39   | 0.51%             | 2099-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                  | ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25     | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    169000 | PA      | $130273.12    | 0.07%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                           | MGM CHINA HOLDINGS LTD SR UNSECURED 144A 02/27 4.75     | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $177188.45    | 0.09%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                               | MINERA MEXICO SA DE CV SR UNSECURED 144A 01/50 4.5      | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $151355.00    | 0.08%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                            | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/25 VAR           | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $993533.16    | 0.50%             | 2025-09-12      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                       | MONG DUONG FIN HLDGS BV SR SECURED 144A 05/29 5.125     | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $333531.27    | 0.17%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                        | MONGOLIA INTL BOND SR UNSECURED 144A 05/23 5.625        | CUSIP: 60937LAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    377000 | PA      | $368215.90    | 0.19%             | 2023-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                        | MONGOLIA INTL BOND SR UNSECURED 144A 07/27 3.5          | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $323042.64    | 0.16%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC3                                | MORGAN STANLEY CAPITAL INC MSAC 2004 NC3 M1             | CUSIP: 61744CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370500 | PA      | $357043.56    | 0.18%             | 2034-03-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M3             | CUSIP: 61744CMM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69482 | PA      | $63188.78     | 0.03%             | 2035-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4         | CUSIP: 61749LAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1005 | PA      | $959.37       | 0.00%             | 2036-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MOROCCO GOVT                                                         | KINGDOM OF MOROCCO SR UNSECURED 144A 12/50 4            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $275372.40    | 0.14%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                          | NAKILAT INC SR SECURED REGS 12/33 6.067                 | CUSIP: Y62014AA6<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     92008 | PA      | $95069.06     | 0.05%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NAMIBIA GOVT                                                         | REPUBLIC OF NAMIBIA SR UNSECURED REGS 10/25 5.25        | CUSIP: ACI0HMY27<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |    300000 | PA      | $282000.00    | 0.14%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC)    | NATIONAL GRID HOLDINGS                                  | CUSIP: 63627BNP7<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299066.40    | 0.15%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NBK SPC LIMITED                                                      | NBK SPC LTD COMPANY GUAR 144A 09/27 VAR                 | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    700000 | PA      | $616820.40    | 0.31%             | 2027-09-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                       | NE PROPERTY BV COMPANY GUAR REGS 10/26 1.875            | CUSIP: ACI1FZB15<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $360816.98    | 0.18%             | 2026-10-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA                               | AEROPUERTO INTL TOCUMEN SR SECURED 144A 08/61 5.125     | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $246557.07    | 0.12%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED 144A 02/30 7.143       | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $153871.00    | 0.08%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED 144A 02/32 7.875       | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $302816.00    | 0.15%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED 144A 09/33 7.375       | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    500000 | PA      | $357692.50    | 0.18%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED 144A 09/51 8.25        | CUSIP: 65412JAT0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $268356.00    | 0.14%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED REGS 01/31 8.747       | CUSIP: BGT0PTII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $328384.00    | 0.17%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/30 7.143       | CUSIP: ACI10XG45<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $153871.00    | 0.08%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED REGS 02/32 7.875       | CUSIP: V342A3BV5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $151408.00    | 0.08%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED REGS 07/23 6.375       | CUSIP: V342A3BS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    500000 | PA      | $496519.50    | 0.25%             | 2023-07-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED REGS 09/28 6.125       | CUSIP: ACI20N2B4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $465816.00    | 0.24%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                         | REPUBLIC OF NIGERIA SR UNSECURED REGS 11/27 6.5         | CUSIP: ACI0Z1HG1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $485982.00    | 0.25%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                        | NPC UKRENERGO GOVT GUARANT 144A 11/28 6.875             | CUSIP: 63718LAA2<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |    800000 | PA      | $142380.00    | 0.07%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)              | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/31 3.75   | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    400000 | PA      | $336484.00    | 0.17%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)              | OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125  | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    500000 | PA      | $381442.50    | 0.19%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT DRILLING NORBE VIII/IX LTD                                 | ODEBRECHT DRILL VIII/IX SR SECURED 144A 12/26 7.35      | CUSIP: 675757AC2<br>LEI: 549300YNW6BY570L6488 | Long             | DBT              | CORP              | KY        |    465041 | PA      | $256935.15    | 0.13%             | 2026-12-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                  | ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000  | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    512143 | PA      | $1254.75      | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                  | ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    111055 | PA      | $272.08       | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                            | OMAN GOV INTERNTL BOND SR UNSECURED 144A 01/51 7        | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    500000 | PA      | $485109.00    | 0.25%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                            | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/23 4.125    | CUSIP: ACI0ZXQN6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    800000 | PA      | $799060.00    | 0.40%             | 2023-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                            | OMAN GOV INTERNTL BOND SR UNSECURED REGS 01/28 5.625    | CUSIP: M75242BJ1<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1300000 | PA      | $1287167.70   | 0.65%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                            | OMAN GOV INTERNTL BOND SR UNSECURED REGS 03/47 6.5      | CUSIP: M75242BA0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $365908.80    | 0.19%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOVT                                                            | OMAN GOV INTERNTL BOND SR UNSECURED REGS 08/29 6        | CUSIP: ACI1DKJ46<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $603702.00    | 0.31%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMAN SOVEREIGN SUKUK COMPANY                                         | OMAN SOVEREIGN SUKUK SR UNSECURED REGS 06/24 4.397      | CUSIP: BF0P2YII6<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $196933.60    | 0.10%             | 2024-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT                                                         | REPUBLIC OF ALBANIA SR UNSECURED 144A 11/31 3.5         | CUSIP: ACI21XKJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AL        |    400000 | PA      | $349171.61    | 0.18%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                        | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 04/51 8.875   | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    500000 | PA      | $176250.00    | 0.09%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                        | ISLAMIC REP OF PAKISTAN SR UNSECURED 144A 12/27 6.875   | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $158528.00    | 0.08%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PAKISTAN GOVT                                                        | ISLAMIC REP OF PAKISTAN SR UNSECURED REGS 04/31 7.375   | CUSIP: ACI1WVNF1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $144000.00    | 0.07%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                          | REPUBLIC OF PANAMA SR UNSECURED 01/36 6.7               | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    600000 | PA      | $627507.14    | 0.32%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                          | REPUBLIC OF PANAMA SR UNSECURED 01/63 4.5               | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $212506.95    | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                          | REPUBLIC OF PANAMA SR UNSECURED 02/35 6.4               | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    700000 | PA      | $712186.96    | 0.36%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                          | REPUBLIC OF PANAMA SR UNSECURED 04/53 4.3               | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $580844.80    | 0.29%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                          | REPUBLIC OF PANAMA SR UNSECURED 04/56 4.5               | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    900000 | PA      | $659515.65    | 0.33%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                          | REPUBLIC OF PANAMA SR UNSECURED 09/27 8.875             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $576834.06    | 0.29%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                        | REPUBLIC OF PARAGUAY SR UNSECURED 144A 06/33 3.849      | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $176315.12    | 0.09%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                        | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/27 4.7        | CUSIP: P75744AE5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $197253.85    | 0.10%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                                        | REPUBLIC OF PARAGUAY SR UNSECURED REGS 08/44 6.1        | CUSIP: P75744AB1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $193158.02    | 0.10%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ4                                         | PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M3             | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $417465.40    | 0.21%             | 2035-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                            | REPUBLIC OF PERU SR UNSECURED 01/34 3                   | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $395451.80    | 0.20%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                            | REPUBLIC OF PERU SR UNSECURED 03/41 3.3                 | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $438473.62    | 0.22%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                            | REPUBLIC OF PERU SR UNSECURED 07/21 3.23                | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $116829.45    | 0.06%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA          | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/50 4.375  | CUSIP: 71568PAM1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $150225.85    | 0.08%             | 2050-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA          | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 05/27 4.125  | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $192459.00    | 0.10%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA          | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4      | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    800000 | PA      | $573997.43    | 0.29%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA          | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/47 5.25   | CUSIP: 71568QAD9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $338210.00    | 0.17%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                          | PETROBRAS GLOBAL FINANCE COMPANY GUAR 12/99 6.85        | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $169805.84    | 0.09%             | 2099-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                    | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375  | CUSIP: B1VX67II1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   3390000 | PA      | $165262.50    | 0.08%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                    | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375  | CUSIP: P7807HAC9<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    360000 | PA      | $17550.00     | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                    | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5    | CUSIP: B1VXHCII8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   3050000 | PA      | $148796.42    | 0.08%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                    | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5    | CUSIP: P7807HAB1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1300000 | PA      | $63421.42     | 0.03%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                    | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/24 6      | CUSIP: P7807HAT2<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    380000 | PA      | $19475.00     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                    | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6      | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1200000 | PA      | $58500.00     | 0.03%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                 | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/32 4.75      | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $309880.00    | 0.16%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                 | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625     | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $196747.50    | 0.10%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                          | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5000000 | PA      | $3470918.50   | 1.76%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                          | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $1903195.80   | 0.96%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                          | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    928000 | PA      | $730523.46    | 0.37%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                          | PETROLEOS MEXICANOS COMPANY GUAR 06/38 6.625            | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $482830.80    | 0.24%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                          | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    760000 | PA      | $486615.61    | 0.25%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                             | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/60 4.8        | CUSIP: 716743AS8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    500000 | PA      | $460446.50    | 0.23%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                             | PETRONAS CAPITAL LTD COMPANY GUAR 144A 04/61 3.404      | CUSIP: 71675CAE8<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $555546.72    | 0.28%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                             | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/60 4.8        | CUSIP: Y68856AW6<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $368357.20    | 0.19%             | 2060-04-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LIMITED                                             | PETRONAS CAPITAL LTD COMPANY GUAR REGS 04/61 3.404      | CUSIP: Y6886MAC4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    500000 | PA      | $347216.70    | 0.18%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUXEMBOURG SARL                                             | PETRORIO LUX TRAD SARL SR SECURED 144A 06/26 6.125      | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $285894.00    | 0.14%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                     | REPUBLIC OF PHILIPPINES SR UNSECURED 02/30 9.5          | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $1150920.00   | 0.58%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                     | REPUBLIC OF PHILIPPINES SR UNSECURED 03/41 3.7          | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $820560.10    | 0.42%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                     | REPUBLIC OF PHILIPPINES SR UNSECURED 05/45 2.95         | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $289854.39    | 0.15%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                     | REPUBLIC OF PHILIPPINES SR UNSECURED 12/45 2.65         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $338269.34    | 0.17%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED                                           | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625      | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |    640500 | PA      | $543557.12    | 0.28%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                          | REPUBLIC OF POLAND SR UNSECURED 11/27 5.5               | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    900000 | PA      | $926373.60    | 0.47%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS 2020-1 PLC 20-1                                              | POLARIS PLRS 2020 1 A REGS                              | CUSIP: ACI1PGM22<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     49964 | PA      | $60207.15     | 0.03%             | 2057-05-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| POWER SECTOR ASSETS & LIABILITIES MANAGEMENT CORPORATION             | POWER SECTOR ASSETS + LI GOVT GUARANT REGS 12/24 7.39   | CUSIP: Y7083VAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    900000 | PA      | $934903.72    | 0.47%             | 2024-12-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                            | PROSUS NV SR UNSECURED 144A 01/27 3.257                 | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179066.96    | 0.09%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                            | PROSUS NV SR UNSECURED 144A 01/30 3.68                  | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $166704.92    | 0.08%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                            | PROSUS NV SR UNSECURED 144A 08/50 4.027                 | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $125467.43    | 0.06%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                            | PROSUS NV SR UNSECURED REGS 08/28 1.539                 | CUSIP: ACI1V35Q0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173939.05    | 0.09%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                            | PROSUS NV SR UNSECURED REGS 08/32 2.031                 | CUSIP: ACI1PP9R2<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $76137.97     | 0.04%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                   | PROVINCIA DE BUENOS AIRE SR UNSECURED 144A 09/37 VAR    | CUSIP: ACI208T77<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    543044 | PA      | $189787.41    | 0.10%             | 2037-09-01      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN ARGENTINA                                       | PROVINCE OF NEUQUEN SR UNSECURED 144A 04/30 VAR         | CUSIP: 64131GAA0<br>LEI: 549300X5HUL4FRDNBN35 | Long             | DBT              | NUSS              | AR        |    165248 | PA      | $113401.44    | 0.06%             | 2030-04-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                | FREEPORT INDONESIA PT SR UNSECURED 144A 04/32 5.315     | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $368893.71    | 0.19%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PT PELABUHAN INDONESIA (PERSERO)                                     | PELABUHAN INDO PERSERO SR UNSECURED REGS 05/23 4.5      | CUSIP: Y7140DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    800000 | PA      | $798312.00    | 0.40%             | 2023-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PT PELABUHAN INDONESIA (PERSERO)                                     | PELABUHAN INDO PERSERO SR UNSECURED REGS 05/25 4.25     | CUSIP: Y7133MAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    400000 | PA      | $386644.00    | 0.20%             | 2025-05-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PT PELABUHAN INDONESIA (PERSERO)                                     | PELABUHAN INDO PERSERO SR UNSECURED REGS 10/24 4.875    | CUSIP: Y7140DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    500000 | PA      | $494367.49    | 0.25%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                               | PERTAMINA PERSERO PT SR UNSECURED 144A 05/42 6          | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    700000 | PA      | $672408.28    | 0.34%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                               | PERTAMINA PERSERO PT SR UNSECURED 144A 05/44 6.45       | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1500000 | PA      | $1502305.19   | 0.76%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                               | PT PERTAMINA (PERSERO) SR UNSECURED 144A 02/26 1.4      | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $447299.32    | 0.23%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                               | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/23 4.3      | CUSIP: Y7138AAE0<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198500.00    | 0.10%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                               | PT PERTAMINA (PERSERO) SR UNSECURED REGS 05/42 6        | CUSIP: Y7138AAD2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $576349.96    | 0.29%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                           | STATE OF QATAR SR UNSECURED 144A 04/50 4.4              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    600000 | PA      | $550651.20    | 0.28%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                           | STATE OF QATAR SR UNSECURED REGS 03/49 4.817            | CUSIP: ACI19CPD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    500000 | PA      | $487697.50    | 0.25%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                           | STATE OF QATAR SR UNSECURED REGS 04/48 5.103            | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    700000 | PA      | $705173.70    | 0.36%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                           | STATE OF QATAR SR UNSECURED REGS 04/50 4.4              | CUSIP: ACI1LN9V2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $183550.40    | 0.09%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QATARENERGY TRADING LLC                                              | QATAR ENERGY TRADING LLC SR UNSECURED 144A 07/31 2.25   | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $166036.20    | 0.08%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATARENERGY TRADING LLC                                              | QATAR ENERGY TRADING LLC SR UNSECURED 144A 07/41 3.125  | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $308858.40    | 0.16%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QATARENERGY TRADING LLC                                              | QATAR ENERGY TRADING LLC SR UNSECURED 144A 07/51 3.3    | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    800000 | PA      | $592640.00    | 0.30%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QATARENERGY TRADING LLC                                              | QATAR ENERGY TRADING LLC SR UNSECURED REGS 07/31 2.25   | CUSIP: ACI1YYZZ6<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $332072.40    | 0.17%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QATARENERGY TRADING LLC                                              | QATAR ENERGY TRADING LLC SR UNSECURED REGS 07/51 3.3    | CUSIP: ACI1YZ032<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1100000 | PA      | $814880.00    | 0.41%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III                          | RAS LAFFAN LNG 3 SR SECURED REGS 09/27 5.838            | CUSIP: M8222MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    285005 | PA      | $287199.54    | 0.15%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA VIA AVENIR II BV                                  | REP OF ANGOLA(AVENIR II) SECURED REGS 07/23 VAR         | CUSIP: ACI0MN5F2<br>LEI: 724500CRIYMKEWLTHZ15 | Long             | DBT              | NUSS              | NL        |    689231 | PA      | $694400.00    | 0.35%             | 2023-07-01      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA VIA AVENIR II BV                                  | REP OF ANGOLA(AVENIR II) SR SECURED REGS 12/23 VAR      | CUSIP: ACI19CJT4<br>LEI: 724500CRIYMKEWLTHZ15 | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $98500.00     | 0.05%             | 2023-12-07      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DAC                  | REP OF ANGOLA(AVENIR IS) SR SECURED REGS 02/27 6.927    | CUSIP: ACI1KDXD8<br>LEI: 635400VEZIQKZPR7KU35 | Long             | DBT              | NUSS              | IE        |   1028571 | PA      | $943714.28    | 0.48%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-1                                  | RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25        | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |    489114 | PA      | $496482.15    | 0.25%             | 2024-07-06      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                  | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75        | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554357 | PA      | $576705.86    | 0.29%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                  | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2         | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425600 | PA      | $431881.86    | 0.22%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| RMAC 2018-1 PLC 18-1                                                 | RMAC PLC RMAC 2018 1 A REGS                             | CUSIP: ACI11M5K4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    156673 | PA      | $188466.82    | 0.10%             | 2046-06-12      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| ROCHESTER FINANCING NO 3 PLC                                         | ROCHESTER FINANCING ROFIN 3 A REGS                      | CUSIP: ACI1YJ4X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    215551 | PA      | $251247.71    | 0.13%             | 2044-12-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA SR UNSECURED 144A 02/34 3.75                    | CUSIP: ACI23CJP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $160303.17    | 0.08%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA SR UNSECURED 144A 03/28 2.125                   | CUSIP: ACI23CKY5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    700000 | PA      | $627260.70    | 0.32%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA SR UNSECURED 144A 04/34 3.5                     | CUSIP: ACI19YWX2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $78558.95     | 0.04%             | 2034-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA SR UNSECURED 144A 09/26 5                       | CUSIP: ACI28TF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $539572.43    | 0.27%             | 2026-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA UNSECURED 144A 04/42 2.875                      | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $180609.42    | 0.09%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA UNSECURED 144A 07/30 1.75                       | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    350000 | PA      | $261791.30    | 0.13%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA UNSECURED 144A 07/31 2.124                      | CUSIP: ACI1D6781<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $593360.86    | 0.30%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA UNSECURED 144A 12/40 2.625                      | CUSIP: ACI1T3QG2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $179928.34    | 0.09%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                         | ROMANIA UNSECURED REGS 04/42 2.875                      | CUSIP: ACI1Z3V87<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $120406.28    | 0.06%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                         | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625        | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    300000 | PA      | $190500.00    | 0.10%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                         | RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25         | CUSIP: X5424XBQ0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    200000 | PA      | $74000.00     | 0.04%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                         | RUSSIAN FEDERATION SR UNSECURED REGS 11/32 1.85         | CUSIP: ACI1SXKY4<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    600000 | PA      | $186258.21    | 0.09%             | 2032-11-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LTD                                            | RUTAS 2 AND 7 FINANCE SR SECURED 144A 09/36 0.00000     | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    466667 | PA      | $294947.19    | 0.15%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUTAS 2 AND 7 FINANCE LTD                                            | RUTAS 2 AND 7 FINANCE SR SECURED REGS 09/36 0.00000     | CUSIP: G77265AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    186667 | PA      | $117978.87    | 0.06%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RWANDA GOVT                                                          | REPUBLIC OF RWANDA 08/31 5.5                            | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |    200000 | PA      | $153376.00    | 0.08%             | 2031-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                              | SA GLOBAL SUKUK LTD SR UNSECURED 144A 06/26 1.602       | CUSIP: 78397PAB7<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $358003.20    | 0.18%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                              | SA GLOBAL SUKUK LTD SR UNSECURED 144A 06/31 2.694       | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $428298.00    | 0.22%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                              | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/31 2.694       | CUSIP: ACI1YJLQ4<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $342638.40    | 0.17%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                      | SANDS CHINA LTD SR UNSECURED 08/28 5.9                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187532.60    | 0.09%             | 2028-08-08      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                    | KSA SUKUK LTD SR UNSECURED 144A 10/28 5.268             | CUSIP: 48266XAF2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | KY        |    900000 | PA      | $936597.60    | 0.47%             | 2028-10-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                    | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/33 2.25   | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $162848.80    | 0.08%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                    | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45   | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $143791.60    | 0.07%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                    | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/55 3.75   | CUSIP: ACI1J8HW7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $316264.00    | 0.16%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                    | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5    | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3800000 | PA      | $3382000.00   | 1.71%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                             | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5        | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    300000 | PA      | $204906.60    | 0.10%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                             | SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/29 3.5        | CUSIP: ACI1B8GK2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    500000 | PA      | $460182.50    | 0.23%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                             | SAUDI ARABIAN OIL CO SR UNSECURED REGS 04/39 4.25       | CUSIP: M8237RAA2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1000000 | PA      | $897352.00    | 0.45%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                             | SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/30 2.25       | CUSIP: ACI1SY321<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    700000 | PA      | $578373.60    | 0.29%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEAZEN GROUP (NEW METRO GLOBAL LIMITED)                              | NEW METRO GLOBAL LTD COMPANY GUAR REGS 12/24 4.8        | CUSIP: ACI1TDTC6<br>LEI: 549300HJRNTCANEH0D47 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $155143.00    | 0.08%             | 2024-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                         | REPUBLIC OF SENEGAL SR UNSECURED 144A 03/28 4.75        | CUSIP: ACI11B6X9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    100000 | PA      | $92611.07     | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                         | REPUBLIC OF SENEGAL SR UNSECURED 144A 03/48 6.75        | CUSIP: 81720TAD7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $141948.80    | 0.07%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                         | REPUBLIC OF SENEGAL SR UNSECURED 144A 06/37 5.375       | CUSIP: ACI1YDQM1<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $144579.04    | 0.07%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                                         | REPUBLIC OF SENEGAL UNSECURED 144A 05/33 6.25           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    300000 | PA      | $248810.40    | 0.13%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                          | REPUBLIC OF SERBIA SR UNSECURED 144A 03/33 1.65         | CUSIP: ACI1W3XG0<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    500000 | PA      | $326506.55    | 0.17%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                          | REPUBLIC OF SERBIA SR UNSECURED REGS 03/33 1.65         | CUSIP: ACI1W3TJ9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $130602.62    | 0.07%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                          | REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5          | CUSIP: ACI1CRTF6<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    200000 | PA      | $153859.31    | 0.08%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SHARJAH GOVT                                                         | FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375     | CUSIP: ACI1W8HT9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |   1200000 | PA      | $811617.60    | 0.41%             | 2051-03-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                       | AMERICA MOVIL SAB DE CV SR UNSECURED 144A 04/32 5.375   | CUSIP: 03217KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    600000 | PA      | $542367.00    | 0.27%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCAR TURKEY ENERJI ANONIM SIRKETI                                   | SOCAR TURKEY ENERJI AS EUR TERM LOAN                    | CUSIP: 941WJKII0<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |   1000000 | PA      | $1022279.27   | 0.52%             | 2026-08-11      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                              | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 1A1       | CUSIP: 83613FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127221 | PA      | $99342.21     | 0.05%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/32 5.875       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $362270.00    | 0.18%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/52 7.3         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $259815.00    | 0.13%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1500000 | PA      | $1342611.00   | 0.68%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $443299.20    | 0.22%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/46 5           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $211410.00    | 0.11%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5        | CUSIP: 614878II9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6300000 | PA      | $391984.28    | 0.20%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                    | REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5        | CUSIP: S69124FF7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  20000000 | PA      | $1244394.53   | 0.63%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                           | SOUTHERN GAS CORRIDOR GOVT GUARANT 144A 03/26 6.875     | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    300000 | PA      | $308488.50    | 0.16%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CJSC                                           | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875     | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1100000 | PA      | $1131124.50   | 0.57%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                       | REPUBLIC OF SRI LANKA SR UNSECURED 144A 03/29 7.85      | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    300000 | PA      | $96075.59     | 0.05%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                       | REPUBLIC OF SRI LANKA SR UNSECURED 144A 07/26 6.825     | CUSIP: 85227SAR7<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    700000 | PA      | $224179.56    | 0.11%             | 2026-07-18      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                       | REPUBLIC OF SRI LANKA SR UNSECURED REGS 03/30 7.55      | CUSIP: Y8137FAR9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $127631.91    | 0.06%             | 2030-03-28      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                       | REPUBLIC OF SRI LANKA SR UNSECURED REGS 06/25 6.125     | CUSIP: Y8137FAC2<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    700000 | PA      | $229155.15    | 0.12%             | 2025-06-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT                                                       | REPUBLIC OF SRI LANKA SR UNSECURED REGS 11/25 6.85      | CUSIP: Y8137FAE8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    800000 | PA      | $258074.20    | 0.13%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                               | STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR      | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $636715.36    | 0.32%             | 2028-11-16      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL DARAJAT II / STAR ENERGY GEOTHERMAL SALAK     | STAR ENERGY CO ISSUE SR SECURED 144A 10/38 4.85         | CUSIP: 85513LAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $333264.21    | 0.17%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC                         | ST SAVINGS BK (SSB  1) SR UNSECURED REGS 03/23 VAR      | CUSIP: ACI0G41Y4<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $7232.00      | 0.00%             | 2023-03-10      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC                         | ST SAVINGS BK (SSB  1) SR UNSECURED REGS 03/23 VAR      | CUSIP: G8841YAE4<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $14464.00     | 0.01%             | 2023-03-10      | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| STRATTON MORTGAGE FUNDING 2020-1 PLC 20-1                            | STRATTON MORTGAGE FUNDING PLC STRA 2020 1 A REGS        | CUSIP: ACI1Q98N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     68107 | PA      | $82006.98     | 0.04%             | 2052-03-12      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                         | SUNAC CHINA HOLDINGS LTD SR SECURED REGS 07/25 7        | CUSIP: ACI1NTG15<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $174872.73    | 0.09%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-4                                      | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 4 3A1         | CUSIP: 78473WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43085 | PA      | $37561.23     | 0.02%             | 2037-10-25      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                     | TENGIZCHEVROIL FIN CO IN SR SECURED 144A 08/30 3.25     | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $286868.00    | 0.15%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE AFRICAN EXPORT-IMPORT BANK                                       | AFRICAN EXPORT IMPORT BA SR UNSECURED 144A 05/26 2.634  | CUSIP: 00831TAB7<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | N/A       |    600000 | PA      | $538500.00    | 0.27%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2019-VANTAGE2 PLC 19-V2X                 | TOWD POINT MORTGAGE FUNDING TPMF 2019 V2X A REGS        | CUSIP: ACI1GV9Q1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    626188 | PA      | $754159.54    | 0.38%             | 2054-02-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING PLC 2022-1X                                     | TOWER BRIDGE FUNDING TWRBG 2022 1X A REGS               | CUSIP: ACI22Y5B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    184421 | PA      | $217419.38    | 0.11%             | 2063-12-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSJAMAICAN HIGHWAY LIMITED                                        | TRANSJAMAICAN HIGHWAY SR SECURED 144A 10/36 5.75        | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |    190480 | PA      | $153908.20    | 0.08%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TUNISIA GOVT                                                         | BNQ CEN TUNISIA INT BOND SR UNSECURED REGS 02/24 5.625  | CUSIP: ACI0SGJ25<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |    300000 | PA      | $253642.59    | 0.13%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TUNISIA GOVT                                                         | TUNISIAN REPUBLIC SR UNSECURED REGS 10/23 6.75          | CUSIP: BGMCW6II7<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |    400000 | PA      | $360952.79    | 0.18%             | 2023-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 01/31 5.95              | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $415191.00    | 0.21%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 01/41 6                 | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    600000 | PA      | $437085.00    | 0.22%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 02/28 5.125             | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1500000 | PA      | $1303470.00   | 0.66%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 03/27 6                 | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    700000 | PA      | $641374.30    | 0.32%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 03/36 6.875             | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1600000 | PA      | $1344513.60   | 0.68%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 04/43 4.875             | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    700000 | PA      | $457515.10    | 0.23%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 05/47 5.75              | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3600000 | PA      | $2466000.00   | 1.25%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 06/31 5.875             | CUSIP: 900123DC1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $411555.00    | 0.21%             | 2031-06-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 10/25 6.375             | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $192436.00    | 0.10%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                          | REPUBLIC OF TURKEY SR UNSECURED 10/28 6.125             | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $268800.90    | 0.14%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                   | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2    | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    221634 | PA      | $194127.20    | 0.10%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI (ISBANK)                                          | TURKIYE IS BANKASI A.S SR UNSECURED 144A 04/24 6.125    | CUSIP: 90016BAE8<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $198787.60    | 0.10%             | 2024-04-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED 144A 05/31 6.876        | CUSIP: 90372UAR5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $40063.00     | 0.02%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED REGS 02/26 8.994        | CUSIP: X5S005M73<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $45286.50     | 0.02%             | 2026-02-01      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED REGS 03/35 7.253        | CUSIP: ACI1NNZR0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    900000 | PA      | $180033.75    | 0.09%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                       | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 04/40 6.5           | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    100000 | PA      | $96044.79     | 0.05%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED REGS 09/25 7.75         | CUSIP: ACI0HJ591<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    500000 | PA      | $115562.50    | 0.06%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED REGS 09/25 7.75         | CUSIP: X5S005UH2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    530000 | PA      | $122496.25    | 0.06%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED REGS 09/26 7.75         | CUSIP: ACI0HJ666<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1100000 | PA      | $239912.75    | 0.12%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                         | UKRAINE GOVERNMENT SR UNSECURED REGS 09/34 7.375        | CUSIP: BF226GII0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    500000 | PA      | $96301.25     | 0.05%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKREXIMBANK VIA BIZ FINANCE PLC                                      | UKREXIMBANK(BIZ FIN PLC) SR UNSECURED REGS 01/25 9.75   | CUSIP: G11451AE4<br>LEI: 254900R5STMV7BZYC307 | Long             | DBT              | CORP              | GB        |     93750 | PA      | $31860.47     | 0.02%             | 2025-01-22      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                       | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173636.46    | 0.09%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                          | REPUBLIC OF ANGOLA SR UNSECURED REGS 05/28 8.25         | CUSIP: V21735AC5<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $365840.00    | 0.19%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                 | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $909201.16    | 0.46%             | 2053-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                 | UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75       | CUSIP: 904752AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    400000 | PA      | $398417.28    | 0.20%             | 2026-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 02/24 2.375                             | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -700000 | PA      | $-681925.78   | -0.35%            | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 05/42 3.25                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $87718.75     | 0.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 08/29 3.125                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3038312.51   | 1.54%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 08/41 1.75                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $1917507.82   | 0.97%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 08/42 3.375                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $357625.00    | 0.18%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 11/41 2                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1000316.41   | 0.51%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 11/41 3.125                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2334972.66   | 1.18%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                   | US TREASURY N/B 11/48 3.375                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -1100000 | PA      | $-970921.88   | -0.49%            | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                         | REPUBLICA ORIENT URUGUAY SR UNSECURED 06/50 5.1         | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    500000 | PA      | $492066.57    | 0.25%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                      | REPUBLIC OF UZBEKISTAN SR UNSECURED REGS 10/31 3.9      | CUSIP: ACI1Z6JB7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    400000 | PA      | $330000.00    | 0.17%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                              | VALE SA SUBORDINATED 12/49 VAR                          | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  10380000 | PA      | $749538.33    | 0.38%             | 2049-12-29      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED 01/34 9.375          | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     40000 | PA      | $3600.00      | 0.00%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25           | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1190000 | PA      | $113050.00    | 0.06%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7         | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    300000 | PA      | $27000.00     | 0.01%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED REGS 04/25 7.65      | CUSIP: B07CTCII0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    630000 | PA      | $55125.00     | 0.03%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/23 9         | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    800000 | PA      | $70000.00     | 0.04%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95     | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    490000 | PA      | $46550.00     | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                      | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25      | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   3850000 | PA      | $336875.00    | 0.17%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1        | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11480 | PA      | $10163.47     | 0.01%             | 2037-02-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR2                                           | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR2 1A1        | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97559 | PA      | $87734.19     | 0.04%             | 2036-03-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA3                                  | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A        | CUSIP: 939355AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136135 | PA      | $115228.95    | 0.06%             | 2047-02-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2007-1                                 | WELLS FARGO HOME EQUITY TRUST WFHET 2007 1 A3           | CUSIP: 9497EVAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1306943.10   | 0.66%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTERNATIONAL LIMITED                                  | YANGO JUSTICE INTL COMPANY GUAR REGS 04/24 7.5          | CUSIP: ACI1NX2H6<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $14600.00     | 0.01%             | 2024-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                                 | YAPI VE KREDI BANKASI AS SR UNSECURED REGS 06/24 5.85   | CUSIP: BF0WLZII7<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $197035.00    | 0.10%             | 2024-06-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                                          | REPUBLIC OF ZAMBIA SR UNSECURED REGS 07/27 8.97         | CUSIP: V7179UAF6<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    200000 | PA      | $90060.00     | 0.05%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | FIXED INC CLEARING CORP.REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    672000 | PA      | $672000.00    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2502349 | PA      | $-2507916.73  | -1.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2936912 | PA      | $-2943256.22  | -1.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | REVERSE REPO TORONTO DOMINIO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -960687 | PA      | $-962840.79   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                       | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1892390 | PA      | $602518.05    | 0.30%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                       | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1              | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    548897 | PA      | $146829.95    | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                       | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    775503 | PA      | $211712.32    | 0.11%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | ARGENTINA LA SP BRC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-55782.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                       | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2576470 | PA      | $655711.62    | 0.33%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230404                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-30396.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230404                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-28286.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230404                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $776.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                       | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   4626800 | PA      | $1326734.90   | 0.67%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                       | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR            | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    310482 | PA      | $80199.05     | 0.04%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-29679.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1999.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-4651.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-4494.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT EUR SOLD USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $380.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT MXN SOLD USD 20230321                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $9729.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT MXN SOLD USD 20230321                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-2165.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT MXN SOLD USD 20230321                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $891.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                         | REPUBLIC OF ARMENIA SR UNSECURED 144A 02/31 3.6         | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    500000 | PA      | $399863.50    | 0.20%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-17633.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-4222.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-3656.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-18127.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIA GOVT                                                         | REPUBLIC OF ARMENIA SR UNSECURED 144A 09/29 3.95        | CUSIP: 042207AC4<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    300000 | PA      | $250206.00    | 0.13%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230503                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $28034.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20231130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1836.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230912                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-21216.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BRAZIL LA SP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-42408.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BRAZIL LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-12836.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BRAZIL LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-14136.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $9189.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $513.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2277.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BPS                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $759.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BPS                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2739.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BPS                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $601.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $7140.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP MYC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3592.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | CHILEAN GOVT LA SP MYC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1826.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT EGP SOLD USD 20231114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $3519.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT EGP SOLD USD 20231114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $8216.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT PEN SOLD USD 20230201                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $57302.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT PEN SOLD USD 20230410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $8754.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $3701.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD EUR BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1324.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230503                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $109590.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230705                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $122154.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230705                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $106803.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230705                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $108118.07    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230802                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $109245.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20230802                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $134952.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ILS BOUGHT USD 20231130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $27470.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD MXN BOUGHT USD 20230321                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $7133.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD PEN BOUGHT USD 20230210                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-10918.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD PEN BOUGHT USD 20230314                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-3544.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD PEN BOUGHT USD 20230314                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-34199.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD PEN BOUGHT USD 20230510                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1479.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD PEN BOUGHT USD 20230510                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1332.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230125                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-10223.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | COLOMBIA LA SP BOA                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-20514.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-4512.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD HUF BOUGHT USD 20230103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-87.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD EGP BOUGHT USD 20231114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $8644.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | DUBAI GOVT EM BP HUS                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-1091.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | DUBAI GOVT EM BP JPM                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2182.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $575.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | EURO-BUND FUTURE  MAR23 XEUR 20230308                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -26 | NC      | $237808.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                  | BOUGHT BRL SOLD USD 20230104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $5803.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT COP SOLD USD 20230222                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-82.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT EGP SOLD USD 20231114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $3959.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT PEN SOLD USD 20230510                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $3616.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230404                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-20889.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230404                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-5925.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD DOP BOUGHT USD 20230406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5796.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD EGP BOUGHT USD 20231114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $2251.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD MXN BOUGHT USD 20230321                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-12598.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT EUR SOLD USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $827.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | BOUGHT ZAR SOLD USD 20230919                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $29300.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD EUR BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-215294.58   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD GBP BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $9124.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD JPY BOUGHT USD 20230110                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-3174.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | HUNGARY EM SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $513.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | INDONESIA AS SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3000.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | JPN 10Y BOND(OSE) MAR23 XOSE 20230313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -5 | NC      | $99552.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                  | BOUGHT TRY SOLD USD 20230118                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3306.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD BRL BOUGHT USD 20230404                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-134.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP BOA                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $8784.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $535.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-400.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2871.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $717.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-5232.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP HUS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2140.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP HUS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $627.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $717.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-1457.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $627.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-3924.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | MONTENEGRO EM SP BOA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | ME        |         1 | NC      | $-1409.43     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                  | SOLD EGP BOUGHT USD 20231114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $2220.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | NIGERIA EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-7419.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | OMAN GOVT EM BP BOA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3765.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | OMAN GOVT EM BP BPS                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3765.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | PANAMA LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1448.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | PANAMA LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2538.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | PERU LA SP BPS                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2031.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | PERU LA SP CBK                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $4849.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | PERU LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $5078.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | PERU LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $6093.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | POLAND GOVT EM SP BPS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-766.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | POLAND GOVT EM SP BPS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $394.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | POLAND GOVT EM SP BRC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-766.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | POLAND GOVT EM SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $394.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | QNB FINANCE LTD SNR EM SP BRC                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $290.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | ROMANIA EM SP BPS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-7671.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | ROMANIA EM SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-124.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | ROMANIA EM SP GLM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-124.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD MXN BOUGHT USD 20230315                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-42.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD MXN BOUGHT USD 20230420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-263.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SAUDI ARABIA GOVT EM SP BOA                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $14681.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SAUDI ARABIA GOVT EM SP BRC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $6175.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SAUDI ARABIA GOVT EM SP CBK                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $23465.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SAUDI ARABIA GOVT EM SP GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3705.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SAUDI ARABIA GOVT EM SP HUS                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $8808.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SAUDI ARABIA GOVT EM SP MYC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $13702.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOUTH AFRICA EM SP BRC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $430.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOUTH AFRICA EM SP JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $906.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOUTH KOREA GOVT AS BP GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-24245.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-31977.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | SOLD ZAR BOUGHT USD 20230413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-27448.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | STANDARD CHARTERED PLC SNR SE ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $775.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | STATE OIL COMPANY OF THE AZERB EM SP JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-4118.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                  | STATE OIL COMPANY OF THE AZERB EM SP JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $4850.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZERBAIJAN GOVT                                                      | REPUBLIC OF AZERBAIJAN SR UNSECURED REGS 09/32 3.5      | CUSIP: Y7177RAD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AZ        |    200000 | PA      | $167250.00    | 0.08%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAHAMAS GOVT                                                         | COMMONWEALTH OF BAHAMAS SR UNSECURED 144A 11/28 6       | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    800000 | PA      | $618579.48    | 0.31%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHAMAS GOVT                                                         | COMMONWEALTH OF BAHAMAS SR UNSECURED REGS 11/28 6       | CUSIP: P06518AG2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $154644.87    | 0.08%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                         | KINGDOM OF BAHRAIN SR UNSECURED 144A 01/28 4.25         | CUSIP: 05675M2F0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |    300000 | PA      | $275783.40    | 0.14%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAHRAIN GOVT                                                         | KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25         | CUSIP: ACI1V9FP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |    300000 | PA      | $275783.40    | 0.14%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer