# EDGAR Filing Document

**Accession Number:** 0001420040
**File Stem:** 0001752724-25-160487
**Filing Date:** 2025-6
**Character Count:** 211914
**Document Hash:** 7f09df1a1315b4f65e3e7d2d9fb694bf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160487.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001752724-25-160487

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dunham Funds
- **CENTRAL INDEX KEY:** 0001420040

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22153
- **FILM NUMBER:** 251081778

**BUSINESS ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122
- **BUSINESS PHONE:** 858-964-0500

**MAIL ADDRESS:**
- **STREET 1:** 6256 GREENWICH DRIVE
- **STREET 2:** SUITE 550
- **CITY:** SAN DIEGO
- **STATE:** CA
- **ZIP:** 92122

## Series and Classes Contracts Data

### Dunham International Opportunity Bond Fund (Series ID: S000042247)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000131120 | Dunham International Opportunity Bond Fund Class A | DAIOX           |
| C000131121 | Dunham International Opportunity Bond Fund Class C | DCIOX           |
| C000131122 | Dunham International Opportunity Bond Fund Class N | DNIOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dunham Funds

- **b. Investment Company Act file number:** 811-22153

- **c. CIK number of Registrant:** 0001420040

- **d. LEI of Registrant:** 549300FI2C3SP4YCHL80

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

  - **Street Address 1:** 6256 Greenwich Dr

  - **City:** SAN DIEGO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92122

  - **Telephone number:** 858-964-0500

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

- **a. Name of Series:** Dunham International Opportunity Bond Fund

- **b. EDGAR series identifier (if any):** S000042247

- **c. LEI of Series:** 549300CZHQ4VN7TRVE44

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $106776843.25

**Total Liabilities:** $40998630.86

**Net Assets:** $65778212.39

**Cash Not Reported:** $3408600.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14.05356500 | **1-Year:** 836.61214100 | **5-Year:** 4692.60936600 | **10-Year:** 4623.92116900 | **30-Year:** 2632.39468600

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

- **3-Month:** 37.41176400 | **1-Year:** 1760.40724700 | **5-Year:** 4172.26445400 | **10-Year:** 3111.75027100 | **30-Year:** 1637.25788300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000131120 | 0.96%                | -1.66%               | 0.68%                |
| Class ID C000131121 | 0.82%                | -1.63%               | 0.52%                |
| Class ID C000131122 | 0.97%                | -1.62%               | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $90180.02                | $657114.54                                 |
| Month 2  | $29129.67                | $-168309.53                                |
| Month 3  | $-149575.84              | $506031.08                                 |

**Designated Index Information**

- **Index Name:** Dunham International Opportunity Bond Fund DRP

- **Index Identifier:** DUNHAM INTERNATIONAL OPPORTUNITY BOND FUND DRP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AI Candelaria (Spain) S.L.U.                                                     | AICNRA 7 1/2 12/15/28     | CUSIP: 001355AA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      32583 | PA      | $32155.34     | 0.05%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | ATPTOW 7 7/8 02/03/30     | CUSIP: 00193BAA0<br>LEI: 254900CIKL1FQZ45N873 | Long             | DBT              | CORP              | US        |     311000 | PA      | $310872.99    | 0.47%             | 2030-02-03      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                 | ADNOUH 3.65 11/02/29      | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      59000 | PA      | $56807.44     | 0.09%             | 2029-11-02      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Adani Ports And Special Economic Zone Ltd.                                       | ADSEZ 3.1 02/02/31        | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     241000 | PA      | $194704.26    | 0.30%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Adani Energy Solutions Ltd.                                                      | ADTIN 4 08/03/26          | CUSIP: 00652XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     208000 | PA      | $200520.55    | 0.30%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Green Energy (Up) Ltd.                                                     | ADGREG 6.7 03/12/42       | CUSIP: 00654AAC0<br>LEI: 335800NT8W2YDE1C2270 | Long             | DBT              | CORP              | IN        |     240171 | PA      | $206876.48    | 0.31%             | 2042-03-12      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Adani Renewable Energy Rj Ltd/Kodangal Solar PKS Private Ltd/Wardha              | ARENRJ 4 5/8 10/15/39     | CUSIP: 00654CAA0<br>LEI: 335800DKCLYHG21PBG55 | Long             | DBT              | CORP              | IN        |     215430 | PA      | $171332.58    | 0.26%             | 2039-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | ADANEM 3.949 02/12/30     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     260000 | PA      | $225256.56    | 0.34%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AER 3.3 01/30/32          | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $220610.05    | 0.34%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AI Candelaria Spain S.A.                                                         | AICNRA 5 3/4 06/15/33     | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |      78000 | PA      | $64042.68     | 0.10%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                          | AMCSRV 6.034 01/16/42     | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |      32000 | PA      | $31890.72     | 0.05%             | 2042-01-16      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Ambipar Luxembourg  S.a.r.l.                                                     | AMBIBZ 10 7/8 02/05/33    | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     207000 | PA      | $202477.05    | 0.31%             | 2033-02-05      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                                             | ANGOL 8 11/26/29          | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      61000 | PA      | $48829.74     | 0.07%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Angola (Republic of)                                                             | ANGOL 8 3/4 04/14/32      | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     295000 | PA      | $228398.59    | 0.35%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                           | APTV 6 7/8 12/15/54       | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     250000 | PA      | $234792.85    | 0.36%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                         | EGYPT 8 5/8 02/04/30      | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      75000 | PA      | $71723.63     | 0.11%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                         | EGYPT 7.903 02/21/48      | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     133000 | PA      | $91993.77     | 0.14%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                         | EGYPT 7.6003 03/01/29     | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      52000 | PA      | $48939.80     | 0.07%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                         | EGYPT 7 5/8 05/29/32      | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     618000 | PA      | $526121.94    | 0.80%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                         | EGYPT 8 7/8 05/29/50      | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      59000 | PA      | $44522.79     | 0.07%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                          | ARGENT 0 3/4 07/09/30     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     268400 | PA      | $205997.00    | 0.31%             | 2030-07-09      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                          | ARGENT 1 07/09/29         | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      64800 | PA      | $52261.20     | 0.08%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Armenia (Republic of)                                                            | ARMEN 3.6 02/02/31        | CUSIP: 042207AD2<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |      41000 | PA      | $34749.04     | 0.05%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                    | ASBBNK 5.284 06/17/32     | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |     250000 | PA      | $251096.53    | 0.38%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                     | AVOL 5.15 01/15/30        | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     220000 | PA      | $217270.44    | 0.33%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Aydem Yenilenebilir Enerji A S                                                   | AYDEMT 7 3/4 02/02/27     | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |     391500 | PA      | $390291.24    | 0.59%             | 2027-02-02      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                         | AZURGY 8 1/8 01/23/30     | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192987.50    | 0.29%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA                                                                   | BBVASM 5 1/8 01/18/33     | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     407000 | PA      | $385735.35    | 0.59%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCEGP 6.508 01/18/35     | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $254859.60    | 0.39%             | 2035-01-18      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                             | BHRAIN 5 5/8 09/30/31     | CUSIP: 05675M2A1<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      98000 | PA      | $92513.59     | 0.14%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                             | BHRAIN 5 1/4 01/25/33     | CUSIP: 05675M2G8<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      37000 | PA      | $33456.67     | 0.05%             | 2033-01-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                             | BHRAIN 5 5/8 05/18/34     | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     165000 | PA      | $150463.50    | 0.23%             | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                                                   | BCICI 7 1/2 PERP          | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     276000 | PA      | $268868.16    | 0.41%             | 2173-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                         | GNBSUD 7 1/2 04/16/31     | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |     225000 | PA      | $218494.94    | 0.33%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco International Del Peru S.A.A.                                              | BINTPE 4 07/08/30         | CUSIP: 05968DAD2<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     216000 | PA      | $215132.41    | 0.33%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                        | BCP 3 1/8 07/01/30        | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     189000 | PA      | $188693.08    | 0.29%             | 2030-07-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                        | BCP 6.45 07/30/35         | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      48000 | PA      | $47909.52     | 0.07%             | 2035-07-30      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                   | BANORT 5 7/8 PERP         | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     335000 | PA      | $324247.51    | 0.49%             | 2171-11-24      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                   | BANORT 6 5/8 PERP         | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     354000 | PA      | $315214.13    | 0.48%             | 2170-01-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Benin (The Republic of)                                                          | BENIN 7.96 02/13/38       | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      46000 | PA      | $41460.15     | 0.06%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Bermuda (Government of)                                                          | BERMUD 4 3/4 02/15/29     | CUSIP: 085209AF1<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      26000 | PA      | $25919.52     | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BKNG 4 1/2 11/15/31       | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     150000 | PA      | $182287.63    | 0.28%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                  | BRASKM 4 1/2 01/31/30     | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     205000 | PA      | $170313.71    | 0.26%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                     | BRAZIL 4 3/4 01/14/50     | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      95000 | PA      | $67137.66     | 0.10%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                     | BRAZIL 6 10/20/33         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     117000 | PA      | $115462.58    | 0.18%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                     | BRAZIL 6 1/4 03/18/31     | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      49000 | PA      | $50469.94     | 0.08%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                     | BRAZIL 7 1/8 05/13/54     | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     277000 | PA      | $263445.78    | 0.40%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                               | CSNABZ 4 5/8 06/10/31     | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     406000 | PA      | $307844.47    | 0.47%             | 2031-06-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                             | CEMEX 5 1/8 PERP          | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      68000 | PA      | $67020.39     | 0.10%             | 2169-09-08      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                              | CHILE 3.86 06/21/47       | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      65000 | PA      | $49536.50     | 0.08%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                              | CHILE 2.55 01/27/32       | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      39000 | PA      | $34000.20     | 0.05%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                              | CHILE 2.45 01/31/31       | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      14000 | PA      | $12445.51     | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                              | CHILE 3.1 01/22/61        | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       4000 | PA      | $2370.80      | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                              | CHILE 2 3/4 01/31/27      | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       5000 | PA      | $4858.83      | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                              | CHILE 4.34 03/07/42       | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       3000 | PA      | $2574.45      | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 5 5/8 02/26/44      | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      31000 | PA      | $22212.88     | 0.03%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 5 06/15/45          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     277000 | PA      | $180819.53    | 0.27%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 4 1/2 03/15/29      | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      28000 | PA      | $26378.56     | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 5.2 05/15/49        | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      62000 | PA      | $40254.29     | 0.06%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 3 7/8 02/15/61      | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      86000 | PA      | $44160.33     | 0.07%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 3 1/4 04/22/32      | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      97000 | PA      | $75049.20     | 0.11%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 4 1/8 02/22/42      | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     173000 | PA      | $105664.34    | 0.16%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 8 11/14/35          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      79000 | PA      | $77661.79     | 0.12%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLOM 7 3/8 04/25/30      | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     335000 | PA      | $340577.88    | 0.52%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | CFELEC 6.45 01/24/35      | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      12000 | PA      | $11513.57     | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                          | CDEL 3.7 01/30/50         | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       6000 | PA      | $4087.25      | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                        | IVYCST 6 1/8 06/15/33     | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     200000 | PA      | $172619.00    | 0.26%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                        | IVYCST 7 5/8 01/30/33     | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     101000 | PA      | $95369.25     | 0.14%             | 2033-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                        | IVYCST 8 1/4 01/30/37     | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      57000 | PA      | $52753.50     | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                        | IVYCST 8.075 04/01/36     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      28000 | PA      | $26015.10     | 0.04%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| DP World Ltd.                                                                    | DPWDU 4.7 09/30/49        | CUSIP: 23330JAC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       6000 | PA      | $4943.72      | 0.01%             | 2049-09-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                               | DOMREP 4 7/8 09/23/32     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     226000 | PA      | $203377.40    | 0.31%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                               | DOMREP 6.95 03/15/37      | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      28000 | PA      | $27840.40     | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                               | DOMREP 7.15 02/24/55      | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      18000 | PA      | $17634.60     | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Foresea Holding SA                                                               | FORSEA 7 1/2 06/15/30     | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     398000 | PA      | $378828.25    | 0.58%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                               | PINEFI 6 03/27/30         | CUSIP: N/A<br>LEI: 984500EF3F7CA63ND769       | Long             | DBT              | CORP              | GB        |     260000 | PA      | $344394.57    | 0.52%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                               | ASTONM 10 3/8 03/31/29    | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     300000 | PA      | $350448.49    | 0.53%             | 2029-03-31      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                        | ELSALV 8 1/4 04/10/32     | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      24000 | PA      | $23762.04     | 0.04%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                        | ELSALV 8 5/8 02/28/29     | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       9000 | PA      | $9166.42      | 0.01%             | 2029-02-28      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi (Emirate of)                                                           | ADGB 3 1/8 09/30/49       | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |       3000 | PA      | $2034.62      | 0.00%             | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                  | ENELIM 6 10/07/39         | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     120000 | PA      | $121536.44    | 0.18%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                  | ENELIM 5 1/2 06/15/52     | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     125000 | PA      | $113707.09    | 0.17%             | 2052-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Energean PLC                                                                     | ENOGLN 6 1/2 04/30/27     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     203000 | PA      | $199828.13    | 0.30%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIFP 5 5/8 04/10/34     | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $253067.31    | 0.38%             | 2034-04-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                       | ESKOM 8.45 08/10/28       | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     223000 | PA      | $227962.87    | 0.35%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Ethiopia (Federal Democratic Republic of)                                        | ETHOPI 6 5/8 12/11/24     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     220000 | PA      | $185900.00    | 0.28%             | 2025-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                                      | EXIMBK 2 1/4 01/13/31     | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      22000 | PA      | $19037.00     | 0.03%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Fs Luxembourg SARL                                                               | FSBIOE 8 7/8 02/12/31     | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     190000 | PA      | $191189.15    | 0.29%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                 | FID-MM GOVT-I             | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |    2443136 | PA      | $2443135.72   | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Gabonese (Republic of)                                                           | GABON 6 5/8 02/06/31      | CUSIP: 362420AD3<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |      38000 | PA      | $27101.07     | 0.04%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Generacion Mediterranea S A / Cent Termica Roca S A                              | ALBAAR 11 11/01/31        | CUSIP: 36875KAJ0<br>LEI: 529900OOUXIUDG4V4468 | Long             | DBT              | CORP              | AR        |     216000 | PA      | $192153.60    | 0.29%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GeoPark Ltd.                                                                     | GEOPAR 8 3/4 01/31/30     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     354000 | PA      | $306412.92    | 0.47%             | 2030-01-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Georgian Railway LLC                                                             | GRAIL 4 06/17/28          | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     109000 | PA      | $96868.30     | 0.15%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 0 07/03/26          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       6400 | PA      | $6065.30      | 0.01%             | 2026-07-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 5 07/03/29          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      48400 | PA      | $41338.44     | 0.06%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 0 01/03/30          | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      12287 | PA      | $9342.06      | 0.01%             | 2030-01-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 5 07/03/35          | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      69600 | PA      | $47361.06     | 0.07%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gran Tierra Energy Inc                                                           | GTE 9 1/2 10/15/29        | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     337000 | PA      | $262397.74    | 0.40%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                 | GRNKEN 3.85 03/29/26      | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     146080 | PA      | $141659.25    | 0.22%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico S. A. B. De C. V.                                               | AEROMX 8 5/8 11/15/31     | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     298000 | PA      | $276605.81    | 0.42%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC 5.286 11/19/30       | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202806.24    | 0.31%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HTA Group Limited (Mauritius)                                                    | HLSTWR 7 1/2 06/04/29     | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     350000 | PA      | $351750.00    | 0.53%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Harbour Energy PLC                                                               | HBRLN 6.327 04/01/35      | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $237776.75    | 0.36%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                              | JORDAN 7 3/8 10/10/47     | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     117000 | PA      | $98388.96     | 0.15%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                              | JORDAN 5.85 07/07/30      | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      80000 | PA      | $73940.80     | 0.11%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                              | JORDAN 7 3/4 01/15/28     | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      58000 | PA      | $58858.40     | 0.09%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                              | JORDAN 7 1/2 01/13/29     | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      18000 | PA      | $17977.68     | 0.03%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama AS                                           | TURKSK 8.5091 01/14/29    | CUSIP: 421790AK2<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |      43000 | PA      | $45612.23     | 0.07%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Honduras (Republic of)                                                           | HONDUR 8 5/8 11/27/34     | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      70000 | PA      | $69492.50     | 0.11%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                            | REPHUN 6 1/8 05/22/28     | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      44000 | PA      | $45272.17     | 0.07%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                            | REPHUN 6 1/4 09/22/32     | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      30000 | PA      | $30955.58     | 0.05%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                            | REPHUN 5 1/2 03/26/36     | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      31000 | PA      | $29323.68     | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYNMTR 6 1/2 01/16/29     | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104379.82    | 0.16%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ihs Holding Limited                                                              | IHSHLD 6 1/4 11/29/28     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     193000 | PA      | $183713.14    | 0.28%             | 2028-11-29      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ihs Holding Limited                                                              | IHS 8 1/4 11/29/31        | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     320000 | PA      | $308866.56    | 0.47%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                        | IHSHLD 8 09/18/27         | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |     123746 | PA      | $124037.46    | 0.19%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                      | IMBLN 5 1/2 02/01/30      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205316.15    | 0.31%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                          | INDON 4.2 10/15/50        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      19000 | PA      | $15215.69     | 0.02%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                          | INDON 3.2 09/23/61        | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      21000 | PA      | $13036.64     | 0.02%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                          | INDON 4.55 01/11/28       | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      16000 | PA      | $16073.44     | 0.02%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                          | INDON 4.85 01/11/33       | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     101000 | PA      | $100024.99    | 0.15%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Investment Energy Resources Ltd.                                                 | CMIENE 6 1/4 04/26/29     | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     102000 | PA      | $97391.06     | 0.15%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JSC UzAuto Motors                                                                | UZAMTS 4.85 05/04/26      | CUSIP: 46653NAA0<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |     123000 | PA      | $119429.93    | 0.18%             | 2026-05-04      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                 | KZOKZ 3 1/2 04/14/33      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      62000 | PA      | $51570.67     | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                         | KAZAKS 6 1/2 07/21/45     | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |      20000 | PA      | $20982.61     | 0.03%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                 | KZOKZ 5 3/4 04/19/47      | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      54000 | PA      | $45368.60     | 0.07%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                 | KZOKZ 6 3/8 10/24/48      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      99000 | PA      | $88166.93     | 0.13%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Kenya (Republic of)                                                              | KENINT 8 05/22/32         | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     102000 | PA      | $89848.23     | 0.14%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Kenya (Republic of)                                                              | KENINT 9 3/4 02/16/31     | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      40000 | PA      | $38416.90     | 0.06%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Kenya (Republic of)                                                              | KENINT 9 1/2 03/05/36     | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     184000 | PA      | $163270.10    | 0.25%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                | KOS 8 3/4 10/01/31        | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     111000 | PA      | $89742.43     | 0.14%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                    | LIMYEN 9 5/8 08/12/30     | CUSIP: 53263MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      57000 | PA      | $55503.75     | 0.08%             | 2030-08-12      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Mdgh Gmtn (Rsc) Ltd                                                              | MUBAUH 5 7/8 05/01/34     | CUSIP: 55285GAE4<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |     147000 | PA      | $155434.38    | 0.24%             | 2034-05-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MSU Energy S.A.                                                                  | MSUNRG 9 3/4 12/05/30     | CUSIP: 55377JAC1<br>LEI: 529900D1ZX75KRP2HC66 | Long             | DBT              | CORP              | AR        |     417800 | PA      | $394783.40    | 0.60%             | 2030-12-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital B V                                                                 | MVFPSO 6.748 06/01/34     | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     403878 | PA      | $385283.66    | 0.59%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hungarian Export-Import Bank Pte Ltd.                                            | MAEXIM 6 1/8 12/04/27     | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      11000 | PA      | $11201.82     | 0.02%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Medco Laurel Tree Pte Ltd.                                                       | MEDCIJ 6.95 11/12/28      | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |     216000 | PA      | $211525.26    | 0.32%             | 2028-11-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                    | MPEL 5 3/4 07/21/28       | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     106000 | PA      | $100238.10    | 0.15%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Metinvest B.V.                                                                   | METINV 7 3/4 10/17/29     | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     590000 | PA      | $471854.74    | 0.72%             | 2029-10-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | TIGO 4 1/2 04/27/31       | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      16000 | PA      | $14259.02     | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | MINCAP 4 5/8 08/10/30     | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     248661 | PA      | $241706.52    | 0.37%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                                              | MINCAP 5 5/8 08/10/37     | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     220000 | PA      | $204989.44    | 0.31%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                          | BEEFBZ 4 3/8 03/18/31     | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      96000 | PA      | $84540.64     | 0.13%             | 2031-03-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                      | MIZUHO 5.748 07/06/34     | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     175000 | PA      | $180141.24    | 0.27%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B V                                                  | MONDFI 5 1/8 05/07/29     | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     381226 | PA      | $366517.48    | 0.56%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Movida Europe S.A                                                                | MOVIBZ 7.85 04/11/29      | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |     340000 | PA      | $299773.07    | 0.46%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Nbk Tier 1 Financing Ltd.                                                        | NTBKKK 4 1/2 PERP         | CUSIP: 62878WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |     220000 | PA      | $218350.00    | 0.33%             | 2173-11-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NWG 6.475 06/01/34        | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $258838.75    | 0.39%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                                            | COSHSA 9 3/8 11/07/29     | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |     320000 | PA      | $316320.00    | 0.48%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                    | NGERIA 9 5/8 06/09/31     | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      86000 | PA      | $81216.68     | 0.12%             | 2031-06-09      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                    | NGERIA 7 7/8 02/16/32     | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      76000 | PA      | $65856.28     | 0.10%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                    | NGERIA 7.143 02/23/30     | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     112000 | PA      | $98263.20     | 0.15%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                    | NGERIA 6 1/8 09/28/28     | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     167000 | PA      | $150300.00    | 0.23%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                        | NIPLIF 6 1/4 09/13/53     | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202864.31    | 0.31%             | 2053-09-13      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                             | NSANY 4.81 09/17/30       | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      45000 | PA      | $41649.24     | 0.06%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                             | NOMURA 1.653 07/14/26     | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     150000 | PA      | $144770.24    | 0.22%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                             | NOMURA 2.172 07/14/28     | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     150000 | PA      | $138809.87    | 0.21%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCPMR 6 7/8 04/25/44      | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      83000 | PA      | $78107.17     | 0.12%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                           | OCPMR 3 3/4 06/23/31      | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      10000 | PA      | $8836.85      | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                           | OCPMR 7 1/2 05/02/54      | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     315000 | PA      | $310310.44    | 0.47%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ohi Group SA                                                                     | OHIFLY 13 07/22/29        | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     373000 | PA      | $377103.00    | 0.57%             | 2029-07-22      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                              | OMAN 7 3/8 10/28/32       | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     246000 | PA      | $275852.10    | 0.42%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                   | PKSTAN 6 04/08/26         | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     204000 | PA      | $192962.07    | 0.29%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                                             | PANAMA 3 7/8 03/17/28     | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      13000 | PA      | $12458.02     | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                             | PANAMA 3.87 07/23/60      | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      30000 | PA      | $16183.54     | 0.02%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                             | PANAMA 2.252 09/29/32     | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      64000 | PA      | $46866.41     | 0.07%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                             | PANAMA 4 1/2 01/19/63     | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       6000 | PA      | $3652.96      | 0.01%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pemex Project Funding Master Trust                                               | PEMEX 6 5/8 06/15/35      | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     124000 | PA      | $94908.93     | 0.14%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                               | PERU 2.783 01/23/31       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      70000 | PA      | $62130.39     | 0.09%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                               | PERU 3 01/15/34           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      43000 | PA      | $35909.30     | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                               | PERU 5 7/8 08/08/54       | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       7000 | PA      | $6653.50      | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | PLNIJ 3 3/8 02/05/30      | CUSIP: 71568QAL1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |       8000 | PA      | $7455.77      | 0.01%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                     | PLNIJ 4 06/30/50          | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      31000 | PA      | $21497.99     | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PEMEX 6.7 02/16/32        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     138000 | PA      | $118456.43    | 0.18%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PEMEX 6 1/2 03/13/27      | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     165000 | PA      | $161311.31    | 0.25%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PEMEX 5.35 02/12/28       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     408000 | PA      | $377366.35    | 0.57%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PEMEX 5.95 01/28/31       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     369000 | PA      | $306833.61    | 0.47%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PEMEX 8 3/4 06/02/29      | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      68000 | PA      | $66877.09     | 0.10%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 6 3/8 01/15/32     | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       2000 | PA      | $2168.26      | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 2.95 05/05/45      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       4000 | PA      | $2732.90      | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 2.457 05/05/30     | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      28000 | PA      | $25562.17     | 0.04%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 1.648 06/10/31     | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       2000 | PA      | $1687.97      | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 5.95 10/13/47      | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       2000 | PA      | $2058.36      | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 5 07/17/33         | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      82000 | PA      | $82029.16     | 0.12%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                             | POLAND 5 1/8 09/18/34     | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     113000 | PA      | $113026.04    | 0.17%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                   | PKSTAN 6 7/8 12/05/27     | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      18000 | PA      | $15851.45     | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                        | PRXNA 3.832 02/08/51      | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     269000 | PA      | $168853.36    | 0.26%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                        | PRXNA 3.061 07/13/31      | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $172407.53    | 0.26%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| Pt Mineral Industri Indonesia (Persero)                                          | IDASAL 5.8 05/15/50       | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      26000 | PA      | $23858.72     | 0.04%             | 2050-05-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Qatar (State of)                                                                 | QATAR 4.817 03/14/49      | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      29000 | PA      | $26363.28     | 0.04%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Qatar (State of)                                                                 | QATAR 4.4 04/16/50        | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       9000 | PA      | $7646.48      | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Qatar Energy                                                                     | QPETRO 2 1/4 07/12/31     | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      52000 | PA      | $45532.03     | 0.07%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                            | URUGUA 4.975 04/20/55     | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       9000 | PA      | $7942.50      | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                            | URUGUA 5 1/4 09/10/60     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      39000 | PA      | $35350.19     | 0.05%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                            | URUGUA 5.442 02/14/37     | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       5000 | PA      | $5097.75      | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                            | ROMANI 6 5/8 02/17/28     | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       1000 | PA      | $1024.41      | 0.00%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                            | ROMANI 7 1/8 01/17/33     | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       8000 | PA      | $8080.89      | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                            | ROMANI 6 3/8 01/30/34     | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      72000 | PA      | $68278.98     | 0.10%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                            | ROMANI 5 3/4 03/24/35     | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      12000 | PA      | $10658.70     | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia S.a.r.l.                                                           | SAAVIE 8 7/8 02/10/35     | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     105000 | PA      | $105656.25    | 0.16%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                             | SAMMIN 9 1/2 06/30/31     | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     384260 | PA      | $361900.18    | 0.55%             | 2031-06-30      | Floating      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                          | SASOL 4 3/8 09/18/26      | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     426000 | PA      | $408283.00    | 0.62%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 4 5/8 10/04/47        | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       2000 | PA      | $1639.73      | 0.00%             | 2047-10-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 4 1/2 04/17/30        | CUSIP: 80413TAH2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      51000 | PA      | $50702.06     | 0.08%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 5 04/17/49            | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       1000 | PA      | $859.51       | 0.00%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 4 7/8 07/18/33        | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     140000 | PA      | $138771.85    | 0.21%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 5 3/4 01/16/54        | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      28000 | PA      | $26494.90     | 0.04%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 5 3/8 01/13/31        | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      22000 | PA      | $22656.32     | 0.03%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                        | KSA 5 5/8 01/13/35        | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      13000 | PA      | $13451.88     | 0.02%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                        | ARAMCO 5 7/8 07/17/64     | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      12000 | PA      | $11071.68     | 0.02%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Senegal (Republic of)                                                            | SENEGL 6 1/4 05/23/33     | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     120000 | PA      | $83782.32     | 0.13%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                      | SIERRA 6 06/15/28         | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     399000 | PA      | $367275.51    | 0.56%             | 2028-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                            | SOCGEN 6.691 01/10/34     | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     240000 | PA      | $252886.26    | 0.38%             | 2034-01-10      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                       | SOAF 5 3/4 09/30/49       | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     151000 | PA      | $108234.54    | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                       | SOAF 5 7/8 04/20/32       | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     238000 | PA      | $224674.68    | 0.34%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                       | SOAF 7.3 04/20/52         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      88000 | PA      | $75490.80     | 0.11%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                       | SOAF 7.1 11/19/36         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      84000 | PA      | $80191.03     | 0.12%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANLN 3.265 02/18/36     | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $287402.84    | 0.44%             | 2036-02-18      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| Montenegro (Republic of)                                                         | MONTEN 7 1/4 03/12/31     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      27000 | PA      | $27265.61     | 0.04%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                             | POLAND 5 3/4 11/16/32     | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       2000 | PA      | $2109.56      | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                             | POLAND 5 3/8 02/12/35     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      21000 | PA      | $21286.28     | 0.03%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                      | STCITY 5 01/15/29         | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     384000 | PA      | $337608.67    | 0.51%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| 3R Lux S.a.r.l                                                                   | RRRPBZ 9 3/4 02/05/31     | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     351000 | PA      | $344746.94    | 0.52%             | 2031-02-05      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Trident Energy Finance PLC                                                       | TRIEGY 12 1/2 11/30/29    | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |     277000 | PA      | $262354.38    | 0.40%             | 2029-11-30      | Fixed         | 12.50%                | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 6 5/8 02/17/45     | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     377000 | PA      | $308485.91    | 0.47%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 5 3/4 05/11/47     | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     207000 | PA      | $150006.59    | 0.23%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 5 1/4 03/13/30     | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      33000 | PA      | $30586.30     | 0.05%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 5.95 01/15/31      | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      75000 | PA      | $70211.33     | 0.11%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 9 7/8 01/15/28     | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      75000 | PA      | $81218.55     | 0.12%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 9 3/8 03/14/29     | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      38000 | PA      | $41064.26     | 0.06%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 9 1/8 07/13/30     | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      41000 | PA      | $44498.94     | 0.07%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 7 5/8 05/15/34     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      95000 | PA      | $94809.72     | 0.14%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 6 1/2 01/03/35     | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      76000 | PA      | $69703.00     | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                             | TURKEY 7 1/8 02/12/32     | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      70000 | PA      | $68411.87     | 0.10%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN FLOAT 08/01/41     | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      40000 | PA      | $28530.27     | 0.04%             | 2041-08-01      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 1 3/4 02/01/34     | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     379088 | PA      | $188975.37    | 0.29%             | 2034-02-01      | Floating      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 1 3/4 02/01/36     | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      44150 | PA      | $21456.90     | 0.03%             | 2036-02-01      | Floating      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 0 02/01/30         | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13970 | PA      | $6866.26      | 0.01%             | 2030-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 0 02/01/36         | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      36764 | PA      | $18473.91     | 0.03%             | 2036-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 4 3/4 03/08/44        | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      98000 | PA      | $74357.23     | 0.11%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 4 3/4 04/27/32        | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      11000 | PA      | $10303.35     | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 3.771 05/24/61        | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      34000 | PA      | $19459.68     | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 4 7/8 05/19/33        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      32000 | PA      | $29480.58     | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 6.35 02/09/35         | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      44000 | PA      | $43833.61     | 0.07%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 6.338 05/04/53        | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       1000 | PA      | $880.28       | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MEX 6.4 05/07/54          | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       6000 | PA      | $5328.44      | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                 | VEDLN 10 7/8 09/17/29     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     109000 | PA      | $106051.12    | 0.16%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                 | VEDLN 10 1/4 06/03/28     | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     107000 | PA      | $105522.65    | 0.16%             | 2028-06-03      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                 | VEDLN 9.475 07/24/30      | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     103000 | PA      | $94580.33     | 0.14%             | 2030-07-24      | Fixed         | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VOD 5 7/8 06/28/64        | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $189251.68    | 0.29%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                  | WESODA 9 1/2 10/06/28     | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     334000 | PA      | $342172.98    | 0.52%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Weir Group Inc.                                                                  | WEIRLN 5.35 05/06/30      | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50153.01     | 0.08%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                             | YPFDAR 9 1/2 01/17/31     | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     334000 | PA      | $345764.15    | 0.53%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Ypf Energia Electrica S.A.                                                       | YPFLUZ 7 7/8 10/16/32     | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |     270000 | PA      | $264478.99    | 0.40%             | 2032-10-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Yapi Ve Kredi Bankasi A.S.                                                       | YKBNK 7 1/8 10/10/29      | CUSIP: 984848AT8<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     117000 | PA      | $115560.08    | 0.18%             | 2029-10-10      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                                     | YPANBR 8.947 07/31/42     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     313213 | PA      | $321826.23    | 0.49%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                             | ZAMBIN 5 3/4 06/30/33     | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     149490 | PA      | $129728.63    | 0.20%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                             | ZAMBIN 0 1/2 12/31/53     | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      53000 | PA      | $30284.93     | 0.05%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Ueretim AS                                                 | ZOREN 11 04/23/30         | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     350000 | PA      | $321373.77    | 0.49%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | ARGEN1926                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |    -625000 | PA      | $-84305.92    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                               | SPGB 4.2 01/31/37         | CUSIP: E89228YY5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     170000 | PA      | $209465.74    | 0.32%             | 2037-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fondo de Titulizacion de Activos Santander Hipotecario 2                         | SHIPO 2 A                 | CUSIP: E87167AA5<br>LEI: 549300ISKPV6TXQWCV66 | Long             | ABS-O            | CORP              | ES        |       6239 | PA      | $7010.22      | 0.01%             | 2049-01-18      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                              | BTPS 5 08/01/39           | CUSIP: T602598V2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     180000 | PA      | $229025.80    | 0.35%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                              | BTPS 5 09/01/40           | CUSIP: T6031ZGY1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     235000 | PA      | $298068.99    | 0.45%             | 2040-09-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MBONO 8 1/2 11/18/38      | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1520000 | PA      | $70699.15     | 0.11%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | LEBAN 6.1 10/04/22        | CUSIP: M87883DE7<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     330000 | PA      | $56727.00     | 0.09%             | 2022-10-04      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                   | MBONO 7 3/4 11/13/42      | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3130000 | PA      | $131380.54    | 0.20%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                       | SAGB 8 3/4 02/28/48 #2048 | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3970000 | PA      | $162829.08    | 0.25%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                   | BRCOL 3.2 06/18/44        | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |     150000 | PA      | $92242.99     | 0.14%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                            | VW 1 7/8 03/30/27         | CUSIP: N93695MD8<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $223146.94    | 0.34%             | 2027-03-30      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | VTRS 3 1/8 11/22/28       | CUSIP: N59465BD0<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     200000 | PA      | $225671.20    | 0.34%             | 2028-11-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                         | EIB 1 1/8 09/15/36        | CUSIP: B3821SJS7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $187082.31    | 0.28%             | 2036-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BBVASM 3 1/2 02/10/27     | CUSIP: E11805PZ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     300000 | PA      | $344614.97    | 0.52%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                 | SMINLN 2 02/23/27         | CUSIP: G82401MZ3<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $282304.42    | 0.43%             | 2027-02-23      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                            | IRISH 0.9 05/15/28        | CUSIP: G4R49GAL7<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      50000 | PA      | $55076.64     | 0.08%             | 2028-05-15      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                                                       | ORSTED 1 1/2 11/26/29     | CUSIP: K7653QAB1<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $212872.90    | 0.32%             | 2029-11-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALVGR 3.099 07/06/47      | CUSIP: D0R6AWQA3<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $226891.85    | 0.34%             | 2047-07-06      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                                              | CZGB 0 1/4 02/10/27       | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     840000 | PA      | $36152.52     | 0.05%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                              | BTPS 2.8 12/01/28         | CUSIP: T6052BQV3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     750000 | PA      | $867530.19    | 1.32%             | 2028-12-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                    | NGERIA 7 5/8 11/28/47     | CUSIP: V342A3BW3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $143499.40    | 0.22%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain UK PLC                                                             | IRM 3 7/8 11/15/25        | CUSIP: G4948FAC0<br>LEI: 213800OT3BUEZ7P7XW26 | Long             | DBT              | CORP              | GB        |     120000 | PA      | $158740.73    | 0.24%             | 2025-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NTGYSM 1 1/2 01/29/28     | CUSIP: E7S90TAF4<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $221045.35    | 0.34%             | 2028-01-29      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                               | SPGB 2.7 10/31/48         | CUSIP: E8922AFN5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     250000 | PA      | $235576.67    | 0.36%             | 2048-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                | LEBAN 6.4 05/26/23        | CUSIP: M8787UAR2<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      72000 | PA      | $12460.50     | 0.02%             | 2023-05-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                            | IRISH 1.3 05/15/33        | CUSIP: G4R49GAM5<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     130000 | PA      | $133637.64    | 0.20%             | 2033-05-15      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                           | TCHEN 6 07/30/26          | CUSIP: D1T1JZAA1<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |      87920 | PA      | $99689.65     | 0.15%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                | JABHOL 1 12/20/27         | CUSIP: N4717KAR7<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $217142.12    | 0.33%             | 2027-12-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Orange S.A.                                                                      | ORAFP 2 01/15/29          | CUSIP: F6861DKR0<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $222476.19    | 0.34%             | 2029-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABESM 2 3/8 09/27/27      | CUSIP: E0R03EBL5<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $225600.91    | 0.34%             | 2027-09-27      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                          | CPIPGR 4 7/8 PERP         | CUSIP: L36807AL6<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $219231.29    | 0.33%             | 2173-10-16      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                   | BNTNF 10 01/01/31         | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    1030000 | PA      | $161267.32    | 0.25%             | 2031-01-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                          | CPIPGR 1 5/8 04/23/27     | CUSIP: L36807AQ5<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $222492.06    | 0.34%             | 2027-04-23      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | MBGGR 0 3/4 02/08/30      | CUSIP: D1668RYG6<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $205665.08    | 0.31%             | 2030-02-08      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                      | ACGB 1 1/4 05/21/32       | CUSIP: Q2R04NBY9<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1800000 | PA      | $968570.88    | 1.47%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 1 3/4 02/01/29     | CUSIP: X5S0055V9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13076 | PA      | $7992.71      | 0.01%             | 2029-02-01      | Floating      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 1 3/4 02/01/36     | CUSIP: X5S0056C0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      31269 | PA      | $15196.73     | 0.02%             | 2036-02-01      | Floating      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 0 02/01/30         | CUSIP: X5S0055Z0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       3571 | PA      | $1755.15      | 0.00%             | 2030-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 0 02/01/34         | CUSIP: X5S0056A4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13345 | PA      | $5071.10      | 0.01%             | 2034-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 0 02/01/35         | CUSIP: X5S0056B2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     100278 | PA      | $50640.39     | 0.08%             | 2035-02-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                            | UKRAIN 1 3/4 02/01/35     | CUSIP: X5S0055X5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      57152 | PA      | $28118.78     | 0.04%             | 2035-02-01      | Floating      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Motion Bondco Designated Activity Company                                        | MERLLN 4 1/2 11/15/27     | CUSIP: G6329EAA1<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $320841.84    | 0.49%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance (Luxembourg) S.A.                                                 | HOLNSW 0 1/2 09/03/30     | CUSIP: L4806HAQ0<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $198372.68    | 0.30%             | 2030-09-03      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                       | VMED 4 1/2 07/15/31       | CUSIP: G9444PAF9<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     340000 | PA      | $392668.08    | 0.60%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                           | ISPIM 5 1/8 08/29/31      | CUSIP: T5R13TRP7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $249765.95    | 0.38%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                   | CLNXSM 2 02/15/33         | CUSIP: E2R41NAB8<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $201105.05    | 0.31%             | 2033-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Avenir Issuer Ii (Ireland) Designated Activity Company                           | ANGOL 6.927 02/19/27      | CUSIP: G0R1NSAA3<br>LEI: 635400VEZIQKZPR7KU35 | Long             | ABS-O            | CORP              | IE        |      82857 | PA      | $78053.93     | 0.12%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands B.V                                                 | UNANA 1 3/4 03/25/30      | CUSIP: N897826X4<br>LEI: 549300SWJ4YK4LLNT176 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $218235.77    | 0.33%             | 2030-03-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                    | TACHEM 1 07/09/29         | CUSIP: 874060BB1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $211731.58    | 0.32%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRFP 2 3/8 04/07/32      | CUSIP: N0280GBR0<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $218952.83    | 0.33%             | 2032-04-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Grifols S.A.                                                                     | GRFSM 3 7/8 10/15/28      | CUSIP: E57009AB3<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     270000 | PA      | $287755.10    | 0.44%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                                              | CZGB 1 3/4 06/23/32       | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    3060000 | PA      | $121462.39    | 0.18%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Grupo Antolin-Irausa SA                                                          | ATLNSA 3 1/2 04/30/28     | CUSIP: E5700QAD1<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |     515000 | PA      | $362295.50    | 0.55%             | 2028-04-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                         | MGS 2.632 04/15/31        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     920000 | PA      | $203418.01    | 0.31%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Buenos Aires (Province Of)                                                       | BUENOS 6 3/8 09/01/37     | CUSIP: P1910WXV6<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | CORP              | AR        |      85622 | PA      | $57687.76     | 0.09%             | 2037-09-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENIIM 2 05/18/31          | CUSIP: T3666JJW7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $266114.38    | 0.40%             | 2031-05-18      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                            | HGB 4 3/4 11/24/32        | CUSIP: X51627SP7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   14000000 | PA      | $34956.18     | 0.05%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                          | THYELE 6 5/8 07/15/28     | CUSIP: D8T73PAB0<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     198900 | PA      | $225969.12    | 0.34%             | 2028-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Tk Elevator Midco GmbH                                                           | THYELE 4 3/8 07/15/27     | CUSIP: D8T73WAB5<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $226551.13    | 0.34%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holdings S A                                                       | SFRFP 8 05/15/27          | CUSIP: N/A<br>LEI: 5299000JVHXKJPOE6H40       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $34620.63     | 0.05%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYNGR 1 3/8 07/06/32     | CUSIP: D07112UM1<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $291725.34    | 0.44%             | 2032-07-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                                | NGGLN 0.163 01/20/28      | CUSIP: G6S98DFK5<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $212206.80    | 0.32%             | 2028-01-20      | Fixed         | 0.16%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                                                | LEBAN 6.15 06/19/20       | CUSIP: M6S21BAZ6<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     156000 | PA      | $26812.50     | 0.04%             | 2023-06-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                            | ALTICE 4 1/4 08/15/29     | CUSIP: L01787AF4<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     480000 | PA      | $412231.22    | 0.63%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MDT 0 3/4 10/15/32        | CUSIP: 58507LAU3<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $189628.06    | 0.29%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                      | STYRO 8 1/2 03/15/29      | CUSIP: G4772GAD7<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     130000 | PA      | $141408.90    | 0.21%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Glencore Capital Finance Designated Activity Company                             | GLENLN 1 1/8 03/10/28     | CUSIP: G39146AA6<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $215738.49    | 0.33%             | 2028-03-10      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Kleopatra Finco S.a r.l.                                                         | KPERST 4 1/4 03/01/26     | CUSIP: L5841FAA3<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |     320000 | PA      | $328179.59    | 0.50%             | 2026-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Diageo Capital BV                                                                | DGELN 1 1/2 06/08/29      | CUSIP: N2771SAC0<br>LEI: 213800YHFC48VOL6JY40 | Long             | DBT              | CORP              | NL        |     150000 | PA      | $162391.54    | 0.25%             | 2029-06-08      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                            | HGB 9 1/2 10/21/26        | CUSIP: X51627ZX2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   28700000 | PA      | $83898.72     | 0.13%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC      | AMPBEV 3 09/01/29         | CUSIP: G05210AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     400000 | PA      | $384662.36    | 0.58%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PLD 4 5/8 05/23/33        | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $306393.57    | 0.47%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                   | BNTNF 10 01/01/33         | CUSIP: P8T60NKJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     800000 | PA      | $121206.08    | 0.18%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 888 Acquisitions Ltd.                                                            | GAMHOL 10 3/4 05/15/30    | CUSIP: X1957XAE2<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     250000 | PA      | $334970.48    | 0.51%             | 2030-05-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Softbank Group Corp.                                                             | SOFTBK 3 7/8 07/06/32     | CUSIP: J75963BW7<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     210000 | PA      | $215001.79    | 0.33%             | 2032-07-06      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cameroon (Republic of)                                                           | REPCAM 5.95 07/07/32      | CUSIP: V58014AB3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     256000 | PA      | $212729.61    | 0.32%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                           | COLTES 7 03/26/31         | CUSIP: P6S32JV64<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  700000000 | PA      | $134374.36    | 0.20%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                             | POLGB 7 1/2 07/25/28      | CUSIP: X8T024BU8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     300000 | PA      | $86602.37     | 0.13%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co. KGaA                                                        | BERTEL 3 1/2 05/29/29     | CUSIP: D1010NAK7<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $232114.29    | 0.35%             | 2029-05-29      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTOPG 5 5/8 01/24/54     | CUSIP: G62893AX3<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $243450.93    | 0.37%             | 2054-01-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                      | TELEFO 2.592 05/25/31     | CUSIP: E9067AAL7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $219730.05    | 0.33%             | 2031-05-25      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                        | BNFP 3.071 09/07/32       | CUSIP: F2R16UVM5<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $225879.71    | 0.34%             | 2032-09-07      | Fixed         | 3.07%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                             | POLGB 6 10/25/33          | CUSIP: X8T024CH6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     160000 | PA      | $44865.26     | 0.07%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                               | PERUGB 7.3 08/12/33       | CUSIP: P6S32DFH1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     312000 | PA      | $91152.47     | 0.14%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B V                                                            | TELEFO 5.7522 PERP        | CUSIP: N850235R1<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $352222.37    | 0.54%             | 2073-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carrefour S.A.                                                                   | CAFP 4 3/8 11/14/31       | CUSIP: F13913S86<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $239825.11    | 0.36%             | 2031-11-14      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 0 07/03/26          | CUSIP: V3R60FEK6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      12936 | PA      | $12259.49     | 0.02%             | 2026-07-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 5 07/03/29          | CUSIP: V3R60FEL4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     130438 | PA      | $111407.10    | 0.17%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                              | GHANA 5 07/03/35          | CUSIP: V3R60FEN0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      18572 | PA      | $12637.78     | 0.02%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Total Capital Canada Ltd.                                                        | TTEFP 2 1/8 09/18/29      | CUSIP: C89729AB0<br>LEI: 5299005IX98ZZ9LSGK46 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $221461.00    | 0.34%             | 2029-09-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                   | TEVA 7 7/8 09/15/31       | CUSIP: N8539TAP9<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     245000 | PA      | $329701.39    | 0.50%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                   | CABKSM 4 1/4 09/06/30     | CUSIP: E2R193R97<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $240488.95    | 0.37%             | 2030-09-06      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kering S.A.                                                                      | KERFP 3 7/8 09/05/35      | CUSIP: F5433LBZ5<br>LEI: 549300VGEJKB7SVUZR78 | Long             | DBT              | CORP              | FR        |          0 | PA      | $0.00         | 0.00%             | 2035-09-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Forvia SE                                                                        | EOFP 5 1/2 06/15/31       | CUSIP: F3445AWE4<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     310000 | PA      | $333979.31    | 0.51%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                   | ATOSTR 5 1/8 06/14/33     | CUSIP: T0R553AN7<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $181858.46    | 0.28%             | 2033-06-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                    | CHEPDE 7 1/2 05/15/30     | CUSIP: D1T29ZAD4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     390000 | PA      | $417857.14    | 0.64%             | 2030-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis N.V                                                                   | STLA 4 1/4 06/16/31       | CUSIP: N82405AL0<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $287665.82    | 0.44%             | 2031-06-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                                    | PRGO 5 3/8 09/30/32       | CUSIP: G9782VAA7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     240000 | PA      | $275101.22    | 0.42%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                         | ACFP 7 1/4 PERP           | CUSIP: F0R505SM5<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $249311.34    | 0.38%             | 2173-10-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | IADB 7.35 10/06/30        | CUSIP: U4582NMK7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   25000000 | PA      | $304996.37    | 0.46%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                     | SRILAN 4 04/15/28         | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      46654 | PA      | $43098.57     | 0.07%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                     | SRILAN 3.1 01/15/30       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      43926 | PA      | $36117.48     | 0.05%             | 2030-01-15      | Floating      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                     | SRILAN 3.35 03/15/33      | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      92045 | PA      | $64431.50     | 0.10%             | 2033-03-15      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                     | SRILAN 3.6 06/15/35       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      62151 | PA      | $40516.24     | 0.06%             | 2035-06-15      | Floating      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                     | SRILAN 3.6 02/15/38       | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |      86305 | PA      | $61060.79     | 0.09%             | 2038-02-15      | Floating      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Helios Software Holdings Inc / Ion Corporate Solutions Finance SARL              | IONCOR 7 7/8 05/01/29     | CUSIP: N/A<br>LEI: 2138002XO5EAYFHPPT53       | Long             | DBT              | CORP              | US        |     320000 | PA      | $363002.27    | 0.55%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                       | RABOBK 1 3/8 02/03/27     | CUSIP: N7S88V3V6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     225000 | PA      | $251752.53    | 0.38%             | 2027-02-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                              | BTPS 2.45 09/01/33        | CUSIP: T6247A8F6<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     640000 | PA      | $684713.83    | 1.04%             | 2033-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                          | INDOGB 8 1/4 05/15/36     | CUSIP: Y6S86ZCS6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1162000000 | PA      | $76684.30     | 0.12%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                           | CAN 2 1/4 06/01/29        | CUSIP: 135087J39<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     550000 | PA      | $393838.35    | 0.60%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                          | INDOGB 8 3/4 05/15/31     | CUSIP: Y6S86ZCW7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1600000000 | PA      | $105634.70    | 0.16%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                            | ONT 2.8 06/02/48          | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     250000 | PA      | $139902.10    | 0.21%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - AUD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     692067 | NC      | $-57.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      20957 | NC      | $173.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      14224 | NC      | $-137.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      21856 | NC      | $1035.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       8714 | NC      | $90.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - BRL   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     113351 | NC      | $225.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - CNH   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     144586 | NC      | $500.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - CZK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      13010 | NC      | $611.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - CZK   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      18307 | NC      | $-144.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    2035000 | NC      | $45392.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      44188 | NC      | $1368.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      48000 | NC      | $1500.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      15407 | NC      | $538.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      19808 | NC      | $692.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      39582 | NC      | $1419.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      56000 | NC      | $1964.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     729016 | NC      | $20529.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      24500 | NC      | $-580.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      15675 | NC      | $269.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1418265 | NC      | $19130.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      17300 | NC      | $-481.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     285883 | NC      | $-1152.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     226606 | NC      | $1177.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      13400 | NC      | $-118.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     171279 | NC      | $-441.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       7400 | NC      | $-59.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       7100 | NC      | $-37.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      35376 | NC      | $-69.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      94518 | NC      | $-609.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       6800 | NC      | $-4.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - EUR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     230889 | NC      | $-826.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      73132 | NC      | $2325.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      11839 | NC      | $-18.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      18718 | NC      | $146.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     161351 | NC      | $1546.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      32898 | NC      | $261.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     287723 | NC      | $12289.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      12922 | NC      | $409.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      12471 | NC      | $194.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      99503 | NC      | $3152.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     655168 | NC      | $11422.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       8888 | NC      | $142.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     132181 | NC      | $1136.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - GBP   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     116616 | NC      | $501.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - HUF   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      35578 | NC      | $-285.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - IDR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      45490 | NC      | $-298.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - INR   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      78398 | NC      | $788.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      70201 | NC      | $786.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      84787 | NC      | $187.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - JPY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     170000 | NC      | $-886.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - KZT   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      46192 | NC      | $-874.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     171011 | NC      | $9355.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      15814 | NC      | $-30.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - MXN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     531350 | NC      | $2478.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - PEN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      56960 | NC      | $257.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      33422 | NC      | $973.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - PLN   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      34621 | NC      | $-276.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - TRY   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      33429 | NC      | $-24.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1025000 | NC      | $-2913.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    6000000 | NC      | $-2569.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     700000 | NC      | $-1419.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  750000000 | NC      | $361.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     293400 | NC      | $-15592.14    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    9440700 | NC      | $-501706.70   | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     742100 | NC      | $-30535.66    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     395700 | NC      | $-21028.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    6313576 | NC      | $-337035.55   | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1488700 | NC      | $-20346.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    3531700 | NC      | $-187684.97   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     879200 | NC      | $-23609.38    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   62550100 | NC      | $-18125.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   23300000 | NC      | $93.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     121000 | NC      | $-4140.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   20914000 | NC      | $-2188.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     129000 | NC      | $-4959.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      51000 | NC      | $-2702.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   30183000 | NC      | $-5415.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   12600000 | NC      | $-1335.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     700000 | NC      | $-176.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      30000 | NC      | $-173.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      37000 | NC      | $5.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |  210000000 | NC      | $-1015.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      67000 | NC      | $232.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   12793000 | NC      | $-91.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      76000 | NC      | $1546.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      38000 | NC      | $773.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |       9000 | NC      | $27.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      46000 | NC      | $139.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    6700000 | NC      | $-772.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     645000 | NC      | $-186.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      36976 | NC      | $66.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      12000 | NC      | $39.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      24000 | NC      | $79.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      40491 | NC      | $80.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |      26000 | NC      | $86.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    3540000 | NC      | $785.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |    1080000 | NC      | $843.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     190000 | NC      | $280.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   10510000 | NC      | $2492.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     190000 | NC      | $339.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     201795 | NC      | $864.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     130000 | NC      | $275.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |     400000 | NC      | $145.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CURRENCY CONTRACT - USD   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |   12600000 | NC      | $289.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDX.EM SERIES 43                                                                 | CXPEM543A                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |    5920000 | PA      | $262423.95    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| AI Candelaria Spain S.A.                                                         | AICNRA 5 3/4 06/15/33     | CUSIP: E0R75RAB2<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     486000 | PA      | $399035.16    | 0.61%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) Jun25   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |        -91 | NC      | $-110353.48   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                 | LONG GILT FUTURE  Jun25   | CUSIP: N/A<br>LEI: 549300UF4R84F48NCH34       | Long             | DIR              | CORP              | GB        |         33 | NC      | $59960.43     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bermuda (Government of)                                                          | BERMUD 3 3/8 08/20/50     | CUSIP: G10367AG8<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      23000 | PA      | $15305.31     | 0.02%             | 2050-08-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| China SCE Group Holdings Ltd.                                                    | CHINSC 7 05/02/25         | CUSIP: G21190AG1<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |     700000 | PA      | $29837.50     | 0.05%             | 2025-05-02      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd.                                                  | COGARD 4.8 08/06/30       | CUSIP: G24524BF9<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $18010.00     | 0.03%             | 2030-08-06      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Energean PLC                                                                     | ENOGLN 6 1/2 04/30/27     | CUSIP: G3044DAA4<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $196875.00    | 0.30%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                    | MPEL 5 5/8 07/17/27       | CUSIP: G5975LAD8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $193235.44    | 0.29%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                    | MPEL 5 3/4 07/21/28       | CUSIP: G5975LAF3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     148000 | PA      | $139955.08    | 0.21%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAFUAE 6 3/8 PERP         | CUSIP: G5S64MAF3<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |     330000 | PA      | $330546.56    | 0.50%             | 2170-09-20      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Poinsettia Finance Ltd.                                                          | PNSTTA 6 5/8 06/17/31     | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |     631654 | PA      | $561113.85    | 0.85%             | 2031-06-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | Euro-BTP Future   Jun25   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Short            | DIR              | CORP              | DE        |        -10 | NC      | $-4655.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ITRAXX EUROPE CROSSOVER SERIES 43                                                | ITXEX543                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              | CORP              | N/A       |     540000 | PA      | $-39474.90    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE                                                                   | JPN 10Y BOND(OSE) Jun25   | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              | CORP              | JP        |         10 | NC      | $140407.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mc Brazil Downstream Trading Sarl                                                | MCBRAC 7 1/4 06/30/31     | CUSIP: L626A6AA2<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     465847 | PA      | $360425.74    | 0.55%             | 2031-06-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | ENOIGA 5 7/8 03/30/31     | CUSIP: M4R2A7AB4<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     280000 | PA      | $253906.80    | 0.39%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                           | LVIATH 6 1/8 06/30/25     | CUSIP: M6746GAB2<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      89000 | PA      | $89034.71     | 0.14%             | 2025-06-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                           | LVIATH 6 1/2 06/30/27     | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      56000 | PA      | $55219.08     | 0.08%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                           | LVIATH 6 3/4 06/30/30     | CUSIP: M6746GAD8<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     110000 | PA      | $106770.18    | 0.16%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                        | PRXNA 3.061 07/13/31      | CUSIP: N7163RAR4<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     127000 | PA      | $109478.78    | 0.17%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | Euro-OAT Future   Jun25   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         19 | NC      | $8846.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| El Salvador (Republic of)                                                        | ELSALV 7.65 06/15/35      | CUSIP: P01012AN6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      17000 | PA      | $16075.71     | 0.02%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                        | ELSALV 7 5/8 02/01/41     | CUSIP: P01012AR7<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      21000 | PA      | $18809.66     | 0.03%             | 2041-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                        | ELSALV 7.1246 01/20/50    | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     118000 | PA      | $95517.44     | 0.15%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                        | ELSALV 9 1/4 04/17/30     | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      44000 | PA      | $45441.61     | 0.07%             | 2030-04-17      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                          | VENZ 11.95 08/05/31       | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     425000 | PA      | $71187.50     | 0.11%             | 2031-08-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | CFELEC 3.348 02/09/31     | CUSIP: P29595AD0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      23000 | PA      | $19732.40     | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                               | DOMREP 6 1/2 02/15/48     | CUSIP: P3579EBY2<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      41000 | PA      | $37804.05     | 0.06%             | 2048-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                               | DOMREP 5 7/8 01/30/60     | CUSIP: P3579ECG0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     345000 | PA      | $284452.50    | 0.43%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Plurinational State of Bolivia                                                   | BOLIVI 4 1/2 03/20/28     | CUSIP: P37878AC2<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |     109000 | PA      | $72485.00     | 0.11%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                          | GUATEM 6 1/8 06/01/50     | CUSIP: P5015VAJ5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     104000 | PA      | $92495.00     | 0.14%             | 2050-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                        | PDVSA 9 11/17/21          | CUSIP: P7807HAP0<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |     656000 | PA      | $85280.00     | 0.13%             | 2021-11-17      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                | PETRPE 4 3/4 06/19/32     | CUSIP: P7808BAA5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      85000 | PA      | $62686.32     | 0.10%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                            | ECUA 6 07/31/30           | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     413168 | PA      | $310330.48    | 0.47%             | 2030-07-31      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                            | ECUA 3 1/2 07/31/35       | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     193587 | PA      | $116822.58    | 0.18%             | 2035-07-31      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Trinidad And Tobago (Republic Of)                                                | TRITOB 6.4 06/26/34       | CUSIP: P93960AK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      32000 | PA      | $30310.64     | 0.05%             | 2034-06-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                          | VENZ 6 12/09/20           | CUSIP: P97475AG5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     117000 | PA      | $15210.00     | 0.02%             | 2020-12-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BUND FUTURE  Jun25   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |         29 | NC      | $54195.99     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)Jun25   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |       -107 | NC      | $-187749.85   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| International Bank for Reconstruction & Development                              | IBRD 6.71 01/21/35        | CUSIP: U4586H2G7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    1500000 | PA      | $17884.59     | 0.03%             | 2035-01-21      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                | KOS 7 3/4 05/01/27        | CUSIP: U5007TAD7<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     298000 | PA      | $269545.98    | 0.41%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                | EURO-BUXL 30Y BND Jun25   | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | Long             | DIR              | CORP              | DE        |          6 | NC      | $-25435.63    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) Jun25   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Short            | DIR              | CORP              | US        |         -4 | NC      | $-3906.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UPL Corp Ltd.                                                                    | UPLLIN 5 1/4 PERP         | CUSIP: V96177AC0<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     405000 | PA      | $388136.51    | 0.59%             | 2170-02-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                            | ROMANI 5 1/8 06/15/48     | CUSIP: X7360WAV4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      12000 | PA      | $8780.29      | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                            | ROMANI 7 1/8 01/17/33     | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      20000 | PA      | $20202.22     | 0.03%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                                               | MEDCIJ 6 3/8 01/30/27     | CUSIP: Y56607AA5<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |     100000 | PA      | $99322.07     | 0.15%             | 2027-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Malaysia Wakala Sukuk Berhad                                                     | MALAYS 3.075 04/28/51     | CUSIP: Y57542AB1<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |      16000 | PA      | $11138.18     | 0.02%             | 2051-04-28      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                            | PETMK 2.48 01/28/32       | CUSIP: Y6886MAE0<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |      14000 | PA      | $11981.73     | 0.02%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                        | PHILIP 4.2 03/29/47       | CUSIP: Y6972HLP9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       8000 | PA      | $6525.19      | 0.01%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                            | FRIDPT 5.315 04/14/32     | CUSIP: Y7141BAB9<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     151000 | PA      | $149178.46    | 0.23%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-28

**Name of Applicant:** Dunham Funds

**Signature:** James Colantino

**Name of Signer:** James Colantino

**Title:** Assistant Treasurer